+855.4%
PODD vs INCY
+1,568.6%
-713.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +4.1% | +1.1% | +3.0% | +3.7% |
| 30D | +13.9% | +8.4% | +5.4% | +10.7% |
| 3M | +4.1% | +0.4% | +3.8% | +3.7% |
| 6M | +2.4% | +22.4% | -20.0% | -5.2% |
| YTD | -46.4% | +22.5% | -68.8% | -50.9% |
| 1Y | -54.2% | +14.8% | -68.9% | -57.2% |
| 3Y | -6.9% | +127.7% | -134.6% | -34.5% |
| 5Y | -51.6% | +84.4% | -135.9% | -63.3% |
| 10Y | +329.3% | +15.7% | +313.5% | +248.8% |
| All | +855.4% | +1,568.6% | -713.2% | +39.7% |
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