-17.9%
PYPL vs INCY
+43.7%
-61.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | -5.9% | -3.7% | -2.3% | -5.2% |
| 30D | -9.4% | +1.8% | -11.2% | -9.5% |
| 3M | +31.3% | +17.0% | +14.3% | +28.2% |
| 6M | +19.1% | +28.4% | -9.3% | +14.4% |
| YTD | -7.9% | +24.8% | -32.7% | -11.1% |
| 1Y | -17.9% | +42.9% | -60.8% | -20.8% |
| All | -17.9% | +43.7% | -61.6% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling