+837.9%
PM vs INCY
+1,252.2%
-414.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | +3.1% | -5.5% | -2.8% |
| 30D | -1.3% | +12.0% | -13.4% | -2.6% |
| 3M | +6.5% | +0.8% | +5.8% | +6.3% |
| 6M | +7.0% | +22.8% | -15.8% | +4.2% |
| YTD | +25.8% | +23.2% | +2.6% | +22.3% |
| 1Y | +30.9% | +12.4% | +18.5% | +28.5% |
| 3Y | +148.0% | +132.1% | +15.9% | +121.0% |
| 5Y | +161.2% | +85.5% | +75.7% | +137.6% |
| 10Y | +261.5% | +16.4% | +245.0% | +234.8% |
| All | +837.9% | +1,252.2% | -414.3% | +451.9% |
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