+64.4%
PPL vs INCY
+27.4%
+37.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.2% | +1.5% | -2.8% | -1.4% |
| 30D | +4.2% | +8.1% | -3.8% | +3.3% |
| 3M | +1.5% | +1.1% | +0.4% | +1.3% |
| 6M | +1.0% | +23.7% | -22.6% | -1.5% |
| YTD | +4.4% | +23.4% | -19.0% | +1.6% |
| 1Y | +0.8% | +15.0% | -14.3% | -1.3% |
| 3Y | +56.5% | +132.1% | -75.6% | +40.3% |
| 5Y | +47.7% | +83.2% | -35.5% | +35.4% |
| 10Y | +64.4% | +17.1% | +47.4% | +48.6% |
| All | +64.4% | +27.4% | +37.0% | +48.6% |
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 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