+46.7%
REGN vs INCY
+45.3%
+1.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | +7.8% | +5.8% | +2.0% | +5.9% |
| 3M | +31.8% | +25.2% | +6.6% | +21.8% |
| 6M | +5.4% | +28.2% | -22.8% | -3.8% |
| YTD | +7.7% | +28.3% | -20.7% | -1.4% |
| 1Y | +46.7% | +48.3% | -1.7% | +25.6% |
| All | +46.7% | +45.3% | +1.4% | +25.6% |
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