-42.9%
TECH vs INCY
+69.5%
-112.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.5% |
| 7D | -0.5% | -3.7% | +3.2% | +0.8% |
| 30D | 0.0% | +1.8% | -1.8% | -0.8% |
| 3M | +37.4% | +17.0% | +20.5% | +28.3% |
| 6M | +36.9% | +28.4% | +8.5% | +22.3% |
| YTD | +23.1% | +24.8% | -1.7% | +10.9% |
| 1Y | +42.2% | +42.9% | -0.7% | +20.1% |
| 3Y | +1.9% | +92.7% | -90.7% | -26.6% |
| 5Y | -42.9% | +73.3% | -116.3% | -57.8% |
| All | -42.9% | +69.5% | -112.4% | -57.8% |
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