+8,390.6%
PWR vs INCY
+430.9%
+7,959.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +3.6% | +1.9% | +1.7% | +3.2% |
| 30D | -8.6% | +5.8% | -14.4% | -9.6% |
| 3M | -13.2% | +25.2% | -38.4% | -17.3% |
| 6M | +9.9% | +28.2% | -18.3% | +4.0% |
| YTD | +48.0% | +28.3% | +19.7% | +39.9% |
| 1Y | +66.2% | +48.3% | +17.8% | +52.4% |
| 3Y | +195.1% | +95.9% | +99.2% | +151.6% |
| 5Y | +442.6% | +66.6% | +376.0% | +373.4% |
| 10Y | +2,334.2% | +54.5% | +2,279.7% | +1,944.1% |
| All | +8,390.6% | +430.9% | +7,959.7% | +3,217.7% |
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