+1,282.6%
PPL vs INCY
+6,660.0%
-5,377.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | +1.9% | +0.7% | +2.5% |
| 30D | +0.5% | +5.8% | -5.3% | +0.1% |
| 3M | +0.7% | +25.2% | -24.5% | -0.7% |
| 6M | -7.6% | +28.2% | -35.8% | -9.0% |
| YTD | +1.8% | +28.3% | -26.5% | +0.2% |
| 1Y | -0.8% | +48.3% | -49.1% | -3.3% |
| 3Y | +56.9% | +95.9% | -39.1% | +49.7% |
| 5Y | +39.5% | +66.6% | -27.1% | +34.0% |
| 10Y | +55.4% | +54.5% | +0.9% | +47.2% |
| All | +1,282.6% | +6,660.0% | -5,377.4% | +913.3% |
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