+45.4%
PRU vs INCY
+95.0%
-49.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -0.4% | +3.2% | -3.6% | -1.0% |
| 3M | +16.4% | +23.6% | -7.2% | +12.0% |
| 6M | +26.0% | +29.7% | -3.6% | +20.0% |
| YTD | +9.9% | +25.9% | -16.0% | +4.9% |
| 1Y | +18.8% | +43.7% | -24.9% | +10.0% |
| 3Y | +45.4% | +94.4% | -49.1% | +21.7% |
| All | +45.4% | +95.0% | -49.6% | +21.7% |
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