+24.1%
PPG vs INCY
+54.2%
-30.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -6.2% | -4.2% | -2.1% | -5.5% |
| 30D | -7.9% | +0.6% | -8.5% | -8.1% |
| 3M | -10.2% | +12.6% | -22.9% | -12.4% |
| 6M | +2.7% | +28.3% | -25.7% | -2.4% |
| YTD | +4.9% | +23.0% | -18.1% | +0.3% |
| 1Y | -3.2% | +41.0% | -44.2% | -10.1% |
| 3Y | -17.0% | +88.6% | -105.6% | -28.1% |
| 5Y | -23.3% | +70.8% | -94.1% | -32.9% |
| All | +24.1% | +54.2% | -30.1% | +5.0% |
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