+215.2%
PODD vs INCY
+54.2%
+161.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | -10.5% | -4.2% | -6.4% | -9.4% |
| 30D | -9.0% | +0.6% | -9.6% | -9.3% |
| 3M | -11.5% | +12.6% | -24.2% | -15.0% |
| 6M | -44.7% | +28.3% | -73.1% | -49.2% |
| YTD | -53.6% | +23.0% | -76.6% | -56.9% |
| 1Y | -61.0% | +41.0% | -101.9% | -65.5% |
| 3Y | -24.7% | +88.6% | -113.3% | -41.7% |
| 5Y | -55.5% | +70.8% | -126.3% | -64.5% |
| All | +215.2% | +54.2% | +161.0% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling