-71.8%
PYPL vs INCY
+83.5%
-155.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +5.7% | +8.4% | -2.8% | +3.2% |
| 3M | -1.9% | +0.4% | -2.3% | -2.1% |
| 6M | +31.8% | +22.4% | +9.4% | +23.9% |
| YTD | +2.4% | +22.5% | -20.0% | -4.2% |
| 1Y | -8.2% | +14.8% | -23.0% | -12.7% |
| 3Y | +10.2% | +127.7% | -117.5% | -23.2% |
| All | -71.8% | +83.5% | -155.3% | -78.3% |
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