-9.1%
T vs INCY
+45.3%
-54.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -2.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.2% |
| 30D | +11.4% | +5.8% | +5.6% | +11.7% |
| 3M | +14.3% | +25.2% | -10.9% | +16.8% |
| 6M | -9.3% | +28.2% | -37.5% | -6.6% |
| YTD | +7.1% | +28.3% | -21.2% | +10.0% |
| 1Y | -9.1% | +48.3% | -57.4% | -5.0% |
| All | -9.1% | +45.3% | -54.3% | -5.0% |
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