+595.3%
RF vs INCY
+6,660.0%
-6,064.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | -3.6% | +5.8% | -9.4% | -4.4% |
| 3M | +8.1% | +25.2% | -17.1% | +4.8% |
| 6M | +11.5% | +28.2% | -16.7% | +7.6% |
| YTD | +15.6% | +28.3% | -12.8% | +11.4% |
| 1Y | +15.7% | +48.3% | -32.7% | +9.2% |
| 3Y | +86.9% | +95.9% | -9.0% | +68.7% |
| 5Y | +89.8% | +66.6% | +23.2% | +74.3% |
| 10Y | +344.7% | +54.5% | +290.2% | +299.4% |
| All | +595.3% | +6,660.0% | -6,064.7% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling