-39.0%
U vs INCY
+39.7%
-78.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -3.8% | +1.9% | -5.7% | -4.7% |
| 30D | +17.5% | +5.8% | +11.7% | +14.1% |
| 3M | +38.7% | +25.2% | +13.5% | +23.3% |
| 6M | +104.4% | +28.2% | +76.2% | +78.6% |
| YTD | -5.7% | +28.3% | -34.0% | -18.5% |
| 1Y | +3.7% | +48.3% | -44.7% | -17.8% |
| 3Y | +12.3% | +95.9% | -83.6% | -28.0% |
| 5Y | -68.8% | +66.6% | -135.4% | -77.2% |
| All | -39.0% | +39.7% | -78.7% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling