+208.8%
PM vs INCY
+56.5%
+152.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +1.9% | -3.7% | +5.6% | +2.4% |
| 30D | +1.9% | +1.8% | +0.1% | +1.6% |
| 3M | +4.6% | +17.0% | -12.4% | +2.4% |
| 6M | +11.7% | +28.4% | -16.7% | +7.9% |
| YTD | +20.4% | +24.8% | -4.5% | +16.5% |
| 1Y | +19.0% | +42.9% | -24.0% | +12.9% |
| 3Y | +130.4% | +92.7% | +37.7% | +107.0% |
| 5Y | +131.5% | +73.3% | +58.1% | +109.3% |
| All | +208.8% | +56.5% | +152.3% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling