-57.4%
PODD vs INCY
+45.3%
-102.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +1.6% | +1.9% | -0.3% | +1.5% |
| 30D | +10.7% | +5.8% | +4.9% | +10.2% |
| 3M | +0.7% | +25.2% | -24.5% | 0.0% |
| 6M | -39.3% | +28.2% | -67.5% | -39.9% |
| YTD | -48.1% | +28.3% | -76.4% | -48.6% |
| 1Y | -57.4% | +48.3% | -105.8% | -56.2% |
| All | -57.4% | +45.3% | -102.7% | -56.2% |
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