+38.1%
Q vs INCY
+12.8%
+25.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | +1.2% | +1.1% | +0.1% | +1.2% |
| 30D | -2.7% | +8.4% | -11.1% | -2.4% |
| 3M | -16.9% | +0.4% | -17.3% | -16.7% |
| 6M | -26.9% | +22.4% | -49.3% | -29.7% |
| YTD | +45.2% | +22.5% | +22.7% | +39.6% |
| 1Y | +38.1% | +14.8% | +23.4% | +28.5% |
| All | +38.1% | +12.8% | +25.4% | +28.5% |
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 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