+14.7%
S vs INCY
+95.0%
-80.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -5.8% | -0.5% | -5.3% | -5.8% |
| 30D | -9.2% | +3.2% | -12.4% | -9.7% |
| 3M | +23.4% | +23.6% | -0.2% | +19.1% |
| 6M | +36.9% | +29.7% | +7.3% | +31.0% |
| YTD | +29.5% | +25.9% | +3.6% | +24.2% |
| 1Y | +5.4% | +43.7% | -38.3% | -2.2% |
| 3Y | +14.7% | +94.4% | -79.7% | -11.3% |
| All | +14.7% | +95.0% | -80.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling