-73.3%
U vs INCY
+83.5%
-156.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.1% |
| 3M | +15.3% | +0.4% | +15.0% | +13.5% |
| 6M | +96.4% | +22.4% | +74.0% | +72.1% |
| YTD | +19.6% | +22.5% | -2.9% | +3.1% |
| 1Y | +42.1% | +14.8% | +27.4% | +26.8% |
| 3Y | +87.5% | +127.7% | -40.2% | -6.9% |
| All | -73.3% | +83.5% | -156.8% | -82.3% |
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 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