+92.5%
PR vs INCY
+133.6%
-41.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +6.7% | +3.1% | +3.6% | +6.6% |
| 30D | -6.1% | +12.0% | -18.2% | -6.6% |
| 3M | +6.9% | +0.8% | +6.1% | +6.9% |
| 6M | +14.6% | +22.8% | -8.2% | +12.6% |
| YTD | +66.1% | +23.2% | +42.9% | +62.9% |
| 1Y | +77.0% | +12.4% | +64.6% | +75.1% |
| All | +92.5% | +133.6% | -41.1% | +76.7% |
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 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