+336.7%
RF vs INCY
+51.3%
+285.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -3.4% | +3.2% | -6.5% | -4.1% |
| 3M | +6.4% | +23.6% | -17.3% | +0.8% |
| 6M | +13.4% | +29.7% | -16.3% | +6.1% |
| YTD | +14.2% | +25.9% | -11.7% | +7.2% |
| 1Y | +15.7% | +43.7% | -28.0% | +4.7% |
| 3Y | +91.3% | +94.4% | -3.1% | +57.8% |
| 5Y | +89.8% | +68.0% | +21.8% | +60.7% |
| 10Y | +336.7% | +52.5% | +284.2% | +213.0% |
| All | +336.7% | +51.3% | +285.3% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling