+134.6%
PRU vs INCY
+56.1%
+78.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -1.9% | -2.2% | +0.3% | -1.4% |
| 30D | -2.6% | +3.7% | -6.3% | -3.4% |
| 3M | +14.7% | +22.1% | -7.4% | +9.5% |
| 6M | +25.7% | +29.8% | -4.1% | +18.1% |
| YTD | +8.3% | +27.6% | -19.3% | +1.8% |
| 1Y | +17.3% | +47.2% | -29.9% | +6.4% |
| 3Y | +43.2% | +97.0% | -53.8% | +19.2% |
| 5Y | +43.5% | +73.4% | -29.8% | +21.8% |
| 10Y | +134.6% | +59.2% | +75.3% | +82.8% |
| All | +134.6% | +56.1% | +78.4% | +82.8% |
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 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