+1,747.8%
PLD vs INCY
+537.7%
+1,210.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -2.4% | +5.8% | -8.2% | -3.3% |
| 3M | -3.8% | +25.2% | -29.0% | -7.1% |
| 6M | 0.0% | +28.2% | -28.2% | -3.8% |
| YTD | +9.2% | +28.3% | -19.1% | +4.8% |
| 1Y | +25.9% | +48.3% | -22.4% | +18.1% |
| 3Y | +21.3% | +95.9% | -74.6% | +8.1% |
| 5Y | +14.1% | +66.6% | -52.4% | +3.4% |
| 10Y | +237.9% | +54.5% | +183.3% | +196.9% |
| All | +1,747.8% | +537.7% | +1,210.1% | +868.5% |
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