-81.0%
PYPL vs INCY
+69.5%
-150.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | -5.9% | -3.7% | -2.3% | -5.0% |
| 30D | -9.4% | +1.8% | -11.2% | -9.8% |
| 3M | +31.3% | +17.0% | +14.3% | +25.6% |
| 6M | +19.1% | +28.4% | -9.3% | +10.8% |
| YTD | -7.9% | +24.8% | -32.7% | -13.9% |
| 1Y | -17.9% | +42.9% | -60.8% | -26.6% |
| 3Y | -11.6% | +92.7% | -104.3% | -30.9% |
| 5Y | -81.0% | +73.3% | -154.4% | -84.8% |
| All | -81.0% | +69.5% | -150.6% | -84.8% |
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 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