+791.5%
PODD vs INCY
+1,615.9%
-824.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -2.9% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +0.8% | +3.2% | -2.4% | -0.4% |
| 3M | -6.1% | +23.6% | -29.7% | -13.2% |
| 6M | -40.0% | +29.7% | -69.6% | -45.7% |
| YTD | -49.9% | +25.9% | -75.9% | -54.5% |
| 1Y | -59.3% | +43.7% | -103.0% | -64.9% |
| 3Y | -17.2% | +94.4% | -111.7% | -38.2% |
| 5Y | -53.0% | +68.0% | -121.0% | -63.3% |
| 10Y | +226.1% | +52.5% | +173.6% | +139.9% |
| All | +791.5% | +1,615.9% | -824.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling