+152.6%
PR vs INCY
+50.7%
+101.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -16.4% | -0.6% | -15.8% | -16.4% |
| 30D | -1.9% | +5.5% | -7.4% | -3.0% |
| 3M | +8.0% | +1.1% | +6.9% | +7.4% |
| 6M | +4.1% | +19.8% | -15.7% | -0.2% |
| YTD | +58.7% | +21.1% | +37.6% | +51.1% |
| 1Y | +75.8% | +13.7% | +62.1% | +69.3% |
| 3Y | +73.2% | +119.3% | -46.1% | +41.5% |
| 5Y | +230.1% | +76.3% | +153.8% | +181.8% |
| 10Y | +67.4% | +36.6% | +30.7% | +48.5% |
| All | +152.6% | +50.7% | +101.8% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling