+1,670.4%
PLD vs INCY
+513.3%
+1,157.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +1.0% | +2.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | +0.8% | +8.1% | -7.2% | -0.4% |
| 3M | -6.1% | +1.1% | -7.2% | -6.4% |
| 6M | -8.0% | +23.7% | -31.7% | -11.1% |
| YTD | +4.7% | +23.4% | -18.7% | +0.9% |
| 1Y | +7.2% | +15.0% | -7.8% | +4.3% |
| 3Y | +39.2% | +132.1% | -92.9% | +20.9% |
| 5Y | +1.9% | +83.2% | -81.3% | -8.8% |
| 10Y | +256.8% | +17.1% | +239.7% | +226.7% |
| All | +1,670.4% | +513.3% | +1,157.1% | +832.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling