-47.8%
S vs INCY
+42.5%
-90.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | -2.7% | +8.4% | -11.1% | -5.1% |
| 3M | -6.9% | +0.4% | -7.3% | -7.4% |
| 6M | +38.1% | +22.4% | +15.6% | +27.6% |
| YTD | +48.0% | +22.5% | +25.5% | +35.7% |
| 1Y | +34.5% | +14.8% | +19.7% | +25.7% |
| 3Y | +38.3% | +127.7% | -89.4% | -12.7% |
| 5Y | -70.9% | +84.4% | -155.3% | -78.3% |
| All | -47.8% | +42.5% | -90.3% | -62.1% |
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