-44.6%
PNR vs INCY
+45.3%
-89.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -12.8% | +5.8% | -18.6% | -13.6% |
| 3M | -17.0% | +25.2% | -42.2% | -19.9% |
| 6M | -37.4% | +28.2% | -65.6% | -40.0% |
| YTD | -41.6% | +28.3% | -69.9% | -44.5% |
| 1Y | -44.6% | +48.3% | -93.0% | -49.2% |
| All | -44.6% | +45.3% | -89.9% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling