+811.7%
PRU vs INCY
+538.4%
+273.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +8.9% | +8.4% | +0.4% | +6.7% |
| 3M | +0.2% | +0.4% | -0.2% | -0.1% |
| 6M | +23.7% | +22.4% | +1.3% | +17.1% |
| YTD | +13.7% | +22.5% | -8.7% | +7.1% |
| 1Y | +20.6% | +14.8% | +5.9% | +15.2% |
| 3Y | +56.3% | +127.7% | -71.4% | +23.6% |
| 5Y | +42.3% | +84.4% | -42.0% | +17.5% |
| 10Y | +99.3% | +15.7% | +83.5% | +71.2% |
| All | +811.7% | +538.4% | +273.3% | +179.6% |
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