+272.5%
PM vs INCY
+15.3%
+257.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.4% |
| 30D | -3.2% | +8.4% | -11.6% | -4.3% |
| 3M | +6.2% | +0.4% | +5.8% | +6.0% |
| 6M | +7.7% | +22.4% | -14.7% | +4.5% |
| YTD | +27.3% | +22.5% | +4.8% | +23.2% |
| 1Y | +32.8% | +14.8% | +18.0% | +29.5% |
| 3Y | +150.0% | +127.7% | +22.3% | +117.4% |
| 5Y | +164.2% | +84.4% | +79.9% | +135.5% |
| All | +272.5% | +15.3% | +257.1% | +237.5% |
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 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