-2.4%
U vs INCY
+43.7%
-46.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -4.1% | +1.8% | -5.9% | -4.4% |
| 3M | +57.8% | +17.0% | +40.8% | +54.5% |
| 6M | +103.5% | +28.4% | +75.1% | +96.0% |
| YTD | -4.8% | +24.8% | -29.6% | -9.2% |
| 1Y | -2.4% | +42.9% | -45.3% | -10.6% |
| All | -2.4% | +43.7% | -46.1% | -10.6% |
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