-21.3%
PODD vs INCY
+96.8%
-118.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.2% |
| 7D | -6.9% | -2.2% | -4.7% | -6.6% |
| 30D | -3.5% | +3.7% | -7.1% | -3.9% |
| 3M | -13.6% | +22.1% | -35.7% | -15.8% |
| 6M | -42.6% | +29.8% | -72.4% | -44.6% |
| YTD | -51.5% | +27.6% | -79.1% | -53.1% |
| 1Y | -60.9% | +47.2% | -108.1% | -63.1% |
| All | -21.3% | +96.8% | -118.1% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling