+63.3%
PYPL vs INCY
+16.1%
+47.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +5.7% | +8.4% | -2.8% | +3.3% |
| 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% | -4.1% |
| 1Y | -8.2% | +14.8% | -23.0% | -12.7% |
| 3Y | +10.2% | +127.7% | -117.5% | -16.9% |
| 5Y | -71.2% | +84.4% | -155.6% | -76.8% |
| 10Y | +49.6% | +15.7% | +33.8% | +25.5% |
| All | +63.3% | +16.1% | +47.2% | +36.9% |
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