-48.5%
PODD vs INCY
+20.6%
-69.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.5% | +2.1% | +6.1% |
| 7D | +10.8% | +5.1% | +5.7% | +10.2% |
| 30D | +21.7% | +7.6% | +14.0% | +20.7% |
| 3M | -1.1% | +1.9% | -2.9% | -1.3% |
| 6M | -3.7% | +26.5% | -30.2% | -4.7% |
| YTD | -41.9% | +24.4% | -66.3% | -42.6% |
| 1Y | -48.5% | +19.4% | -67.8% | -48.5% |
| All | -48.5% | +20.6% | -69.1% | -48.5% |
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