+33.0%
Q vs INCY
+31.8%
+1.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | +4.9% | -4.2% | +9.1% | +5.2% |
| 30D | -11.0% | +0.6% | -11.6% | -11.1% |
| 3M | -15.2% | +12.6% | -27.8% | -17.1% |
| 6M | +8.8% | +28.3% | -19.5% | +1.8% |
| YTD | +55.1% | +23.0% | +32.1% | +46.3% |
| All | +33.0% | +31.8% | +1.2% | +20.7% |
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