+547.1%
RF vs INCY
+6,281.3%
-5,734.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +6.0% | +5.5% | +0.6% | +5.2% |
| 3M | -8.9% | +1.1% | -10.0% | -9.2% |
| 6M | +2.3% | +19.8% | -17.5% | -0.4% |
| YTD | +7.6% | +21.1% | -13.6% | +4.3% |
| 1Y | +21.2% | +13.7% | +7.4% | +18.4% |
| 3Y | +108.5% | +119.3% | -10.7% | +85.4% |
| 5Y | +43.2% | +76.3% | -33.1% | +30.6% |
| 10Y | +288.1% | +36.6% | +251.4% | +253.8% |
| All | +547.1% | +6,281.3% | -5,734.2% | +248.8% |
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