+99.6%
PR vs INCY
+51.6%
+48.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | +18.0% | +5.8% | +12.2% | +16.7% |
| 3M | +16.9% | +25.2% | -8.3% | +11.2% |
| 6M | +28.2% | +28.2% | 0.0% | +21.0% |
| YTD | +69.3% | +28.3% | +41.0% | +59.3% |
| 1Y | +69.5% | +48.3% | +21.2% | +53.8% |
| 3Y | +81.7% | +95.9% | -14.2% | +51.1% |
| 5Y | +422.2% | +66.6% | +355.7% | +347.2% |
| All | +99.6% | +51.6% | +48.0% | +78.4% |
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 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