-54.6%
PODD vs INCY
+69.5%
-124.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.8% |
| 7D | -10.6% | -3.7% | -6.9% | -9.7% |
| 30D | -6.9% | +1.8% | -8.8% | -7.4% |
| 3M | -10.6% | +17.0% | -27.6% | -14.4% |
| 6M | -43.5% | +28.4% | -71.9% | -47.4% |
| YTD | -52.6% | +24.8% | -77.4% | -55.8% |
| 1Y | -60.1% | +42.9% | -103.0% | -64.4% |
| 3Y | -21.7% | +92.7% | -114.3% | -39.8% |
| 5Y | -54.6% | +73.3% | -127.9% | -63.6% |
| All | -54.6% | +69.5% | -124.1% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling