-35.7%
U vs INCY
+33.8%
-69.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.2% |
| 7D | +5.5% | -4.2% | +9.7% | +7.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.8% |
| 3M | +64.6% | +12.6% | +51.9% | +53.9% |
| 6M | +119.4% | +28.3% | +91.0% | +90.9% |
| YTD | -0.5% | +23.0% | -23.5% | -12.3% |
| 1Y | +1.3% | +41.0% | -39.7% | -17.8% |
| 3Y | +15.6% | +88.6% | -73.0% | -24.6% |
| 5Y | -67.5% | +70.8% | -138.3% | -76.4% |
| All | -35.7% | +33.8% | -69.5% | -50.7% |
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