-68.3%
U vs INCY
+69.9%
-138.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +4.4% | -2.2% | +6.6% | +5.4% |
| 30D | -1.3% | +3.7% | -5.0% | -3.2% |
| 3M | +49.6% | +22.1% | +27.5% | +34.2% |
| 6M | +100.2% | +29.8% | +70.4% | +72.8% |
| YTD | -3.7% | +27.6% | -31.3% | -17.0% |
| 1Y | -6.5% | +47.2% | -53.7% | -26.5% |
| 3Y | +12.9% | +97.0% | -84.1% | -30.4% |
| 5Y | -68.3% | +73.4% | -141.6% | -77.6% |
| All | -68.3% | +69.9% | -138.2% | -77.6% |
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 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