-70.6%
S vs INCY
+69.9%
-140.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | -12.6% | +3.7% | -16.2% | -13.8% |
| 3M | +27.6% | +22.1% | +5.5% | +18.5% |
| 6M | +35.5% | +29.8% | +5.7% | +22.6% |
| YTD | +29.6% | +27.6% | +2.0% | +17.3% |
| 1Y | +8.1% | +47.2% | -39.1% | -8.7% |
| 3Y | +14.8% | +97.0% | -82.2% | -20.0% |
| 5Y | -70.6% | +73.4% | -143.9% | -78.1% |
| All | -70.6% | +69.9% | -140.4% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling