+302.5%
PSX vs INCY
+83.5%
+219.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +7.8% | +1.1% | +6.7% | +7.7% |
| 30D | -10.9% | +8.4% | -19.3% | -11.5% |
| 3M | +14.5% | +0.4% | +14.1% | +14.4% |
| 6M | +56.1% | +22.4% | +33.7% | +52.9% |
| YTD | +109.6% | +22.5% | +87.1% | +104.6% |
| 1Y | +95.5% | +14.8% | +80.8% | +92.3% |
| 3Y | +156.2% | +127.7% | +28.5% | +123.8% |
| All | +302.5% | +83.5% | +219.0% | +273.0% |
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