-14.8%
PYPL vs INCY
+96.8%
-111.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | -11.5% | +3.7% | -15.1% | -11.9% |
| 3M | +26.1% | +22.1% | +4.1% | +22.1% |
| 6M | +13.7% | +29.8% | -16.1% | +8.8% |
| YTD | -9.8% | +27.6% | -37.4% | -13.5% |
| 1Y | -22.1% | +47.2% | -69.3% | -27.0% |
| All | -14.8% | +96.8% | -111.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling