+32.0%
Q vs INCY
+36.7%
-4.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +6.6% | -2.2% | +8.8% | +6.7% |
| 30D | -6.6% | +3.7% | -10.2% | -6.8% |
| 3M | -13.2% | +22.1% | -35.3% | -16.4% |
| 6M | +9.9% | +29.8% | -19.8% | +3.3% |
| YTD | +53.9% | +27.6% | +26.4% | +45.0% |
| All | +32.0% | +36.7% | -4.7% | +19.5% |
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 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