+7,720.7%
PSA vs INCY
+6,534.7%
+1,186.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -8.2% | +3.2% | -11.3% | -8.5% |
| 3M | -2.1% | +23.6% | -25.8% | -4.2% |
| 6M | -0.2% | +29.7% | -29.9% | -2.8% |
| YTD | +18.5% | +25.9% | -7.5% | +15.6% |
| 1Y | +6.6% | +43.7% | -37.1% | +2.5% |
| 3Y | +24.5% | +94.4% | -70.0% | +15.5% |
| 5Y | +13.6% | +68.0% | -54.4% | +6.4% |
| 10Y | +102.0% | +52.5% | +49.4% | +85.4% |
| All | +7,720.7% | +6,534.7% | +1,186.0% | +4,875.8% |
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