+1,131.3%
PSX vs INCY
+591.1%
+540.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.4% | +1.9% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +27.8% | +3.2% | +24.6% | +27.1% |
| 3M | +42.0% | +23.6% | +18.4% | +37.3% |
| 6M | +58.1% | +29.7% | +28.5% | +51.4% |
| YTD | +105.0% | +25.9% | +79.1% | +96.6% |
| 1Y | +104.9% | +43.7% | +61.2% | +92.1% |
| 3Y | +134.1% | +94.4% | +39.6% | +106.0% |
| 5Y | +363.8% | +68.0% | +295.9% | +314.1% |
| 10Y | +370.1% | +52.5% | +317.6% | +306.9% |
| All | +1,131.3% | +591.1% | +540.2% | +804.1% |
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 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