+210.9%
PM vs INCY
+54.2%
+156.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.9% |
| 7D | +4.7% | -4.2% | +8.8% | +5.2% |
| 30D | +2.6% | +0.6% | +2.0% | +2.5% |
| 3M | +6.6% | +12.6% | -6.1% | +4.8% |
| 6M | +16.5% | +28.3% | -11.8% | +12.6% |
| YTD | +21.2% | +23.0% | -1.8% | +17.5% |
| 1Y | +17.9% | +41.0% | -23.1% | +12.1% |
| 3Y | +129.8% | +88.6% | +41.2% | +107.1% |
| 5Y | +133.0% | +70.8% | +62.2% | +111.1% |
| All | +210.9% | +54.2% | +156.7% | +176.5% |
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