+78.7%
PR vs INCY
+17.7%
+61.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +2.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -4.6% | +9.8% | -14.4% | -6.5% |
| 3M | +4.7% | +1.0% | +3.7% | +4.2% |
| 6M | +12.4% | +21.9% | -9.4% | +7.0% |
| YTD | +62.9% | +23.8% | +39.1% | +53.7% |
| 1Y | +70.6% | +13.0% | +57.5% | +63.9% |
| 3Y | +90.0% | +133.2% | -43.1% | +50.0% |
| 5Y | +255.5% | +87.8% | +167.7% | +194.3% |
| 10Y | +78.7% | +17.0% | +61.7% | +64.7% |
| All | +78.7% | +17.7% | +61.0% | +64.7% |
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 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