+79.3%
PR vs INCY
+95.5%
-16.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.9% | +1.9% | +1.0% | +2.8% |
| 30D | +18.0% | +5.8% | +12.2% | +17.6% |
| 3M | +16.9% | +25.2% | -8.3% | +14.7% |
| 6M | +28.2% | +28.2% | 0.0% | +25.5% |
| YTD | +69.3% | +28.3% | +41.0% | +65.5% |
| 1Y | +69.5% | +48.3% | +21.2% | +62.7% |
| All | +79.3% | +95.5% | -16.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling