+378.1%
PSX vs INCY
+54.2%
+323.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +1.7% | -4.2% | +5.9% | +2.4% |
| 30D | +15.6% | +0.6% | +15.1% | +15.5% |
| 3M | +46.5% | +12.6% | +33.8% | +43.1% |
| 6M | +55.0% | +28.3% | +26.7% | +47.7% |
| YTD | +105.3% | +23.0% | +82.3% | +96.4% |
| 1Y | +101.6% | +41.0% | +60.6% | +87.5% |
| 3Y | +134.1% | +88.6% | +45.6% | +102.0% |
| 5Y | +368.7% | +70.8% | +297.9% | +307.4% |
| All | +378.1% | +54.2% | +323.9% | +277.9% |
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