+20.3%
PSA vs INCY
+92.5%
-72.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | -3.6% | -3.7% | 0.0% | -3.0% |
| 30D | -9.4% | +1.8% | -11.2% | -9.7% |
| 3M | -8.2% | +17.0% | -25.2% | -10.8% |
| 6M | -1.8% | +28.4% | -30.2% | -6.2% |
| YTD | +15.7% | +24.8% | -9.1% | +10.8% |
| 1Y | +6.3% | +42.9% | -36.7% | -0.8% |
| All | +20.3% | +92.5% | -72.3% | +2.1% |
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