-22.7%
U vs INCY
+33.3%
-56.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.0% |
| 30D | +27.6% | +8.4% | +19.1% | +22.4% |
| 3M | +15.3% | +0.4% | +15.0% | +13.6% |
| 6M | +96.4% | +22.4% | +74.0% | +73.8% |
| YTD | +19.6% | +22.5% | -2.9% | +4.4% |
| 1Y | +42.1% | +14.8% | +27.4% | +27.9% |
| 3Y | +87.5% | +127.7% | -40.2% | +6.0% |
| 5Y | -73.1% | +84.4% | -157.5% | -81.1% |
| All | -22.7% | +33.3% | -56.0% | -41.3% |
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 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