+2,426.3%
PNC vs INCY
+6,620.5%
-4,194.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -4.4% | +3.7% | -8.1% | -4.9% |
| 3M | +4.5% | +22.1% | -17.6% | +1.6% |
| 6M | +19.1% | +29.8% | -10.7% | +14.7% |
| YTD | +18.0% | +27.6% | -9.6% | +13.8% |
| 1Y | +24.1% | +47.2% | -23.2% | +17.2% |
| 3Y | +130.0% | +97.0% | +33.1% | +107.4% |
| 5Y | +50.4% | +73.4% | -23.0% | +37.2% |
| 10Y | +271.3% | +59.2% | +212.0% | +230.5% |
| All | +2,426.3% | +6,620.5% | -4,194.3% | +1,015.3% |
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