+15.7%
RF vs INCY
+43.8%
-28.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -3.4% | +3.2% | -6.5% | -3.7% |
| 3M | +6.4% | +23.6% | -17.3% | +3.7% |
| 6M | +13.4% | +29.7% | -16.3% | +9.8% |
| YTD | +14.2% | +25.9% | -11.7% | +10.5% |
| 1Y | +15.7% | +43.7% | -28.0% | +7.5% |
| All | +15.7% | +43.8% | -28.1% | +7.5% |
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