+367.0%
PSX vs INCY
+69.5%
+297.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | +1.5% | -3.7% | +5.2% | +1.8% |
| 30D | +15.8% | +1.8% | +14.0% | +15.6% |
| 3M | +43.0% | +17.0% | +26.0% | +40.8% |
| 6M | +61.1% | +28.4% | +32.7% | +57.1% |
| YTD | +104.5% | +24.8% | +79.7% | +99.6% |
| 1Y | +102.5% | +42.9% | +59.6% | +94.0% |
| 3Y | +133.5% | +92.7% | +40.8% | +112.3% |
| 5Y | +367.0% | +73.3% | +293.6% | +325.4% |
| All | +367.0% | +69.5% | +297.4% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling