+64.8%
PR vs INCY
+27.4%
+37.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.4% |
| 7D | -12.4% | +1.5% | -13.9% | -12.7% |
| 30D | -6.6% | +8.1% | -14.6% | -8.1% |
| 3M | +7.5% | +1.1% | +6.4% | +6.9% |
| 6M | +10.8% | +23.7% | -12.9% | +5.1% |
| YTD | +57.0% | +23.4% | +33.6% | +48.3% |
| 1Y | +67.9% | +15.0% | +52.9% | +60.8% |
| 3Y | +87.6% | +132.1% | -44.5% | +48.2% |
| 5Y | +220.4% | +83.2% | +137.2% | +166.8% |
| 10Y | +64.8% | +17.1% | +47.8% | +51.9% |
| All | +64.8% | +27.4% | +37.4% | +51.9% |
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