+1,906.5%
PNR vs INCY
+6,620.5%
-4,714.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -3.9% | -2.2% | -1.7% | -3.7% |
| 30D | -13.8% | +3.7% | -17.5% | -14.2% |
| 3M | -22.5% | +22.1% | -44.6% | -24.3% |
| 6M | -37.2% | +29.8% | -66.9% | -39.0% |
| YTD | -44.2% | +27.6% | -71.8% | -45.8% |
| 1Y | -46.6% | +47.2% | -93.9% | -49.0% |
| 3Y | -12.5% | +97.0% | -109.5% | -19.7% |
| 5Y | -19.3% | +73.4% | -92.7% | -25.3% |
| 10Y | +67.5% | +59.2% | +8.2% | +52.6% |
| All | +1,906.5% | +6,620.5% | -4,714.0% | +1,033.3% |
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