-53.4%
S vs INCY
+45.3%
-98.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.6% |
| 7D | +0.1% | -3.7% | +3.7% | +1.2% |
| 30D | -11.8% | +1.8% | -13.6% | -12.6% |
| 3M | +33.9% | +17.0% | +17.0% | +26.3% |
| 6M | +40.1% | +28.4% | +11.7% | +27.5% |
| YTD | +32.1% | +24.8% | +7.3% | +20.6% |
| 1Y | +11.0% | +42.9% | -31.9% | -4.9% |
| 3Y | +16.9% | +92.7% | -75.7% | -17.0% |
| 5Y | -68.9% | +73.3% | -142.3% | -76.6% |
| All | -53.4% | +45.3% | -98.6% | -66.3% |
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