-5.4%
REGN vs INCY
+89.7%
-95.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -5.6% | -4.2% | -1.4% | -4.2% |
| 30D | -2.0% | +0.6% | -2.5% | -2.1% |
| 3M | +28.0% | +12.6% | +15.3% | +22.5% |
| 6M | +1.2% | +28.3% | -27.2% | -7.7% |
| YTD | +1.6% | +23.0% | -21.3% | -6.0% |
| 1Y | +38.2% | +41.0% | -2.7% | +21.4% |
| 3Y | -5.4% | +88.6% | -93.9% | -26.2% |
| All | -5.4% | +89.7% | -95.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling