+9.5%
S vs INCY
+45.3%
-35.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -7.7% | +1.9% | -9.6% | -7.7% |
| 30D | -5.3% | +5.8% | -11.1% | -5.3% |
| 3M | +20.3% | +25.2% | -4.9% | +20.4% |
| 6M | +47.4% | +28.2% | +19.2% | +47.2% |
| YTD | +32.5% | +28.3% | +4.2% | +32.8% |
| 1Y | +9.5% | +48.3% | -38.8% | +7.9% |
| All | +9.5% | +45.3% | -35.7% | +7.9% |
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