+68.3%
V vs INCY
+67.7%
+0.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +1.9% | +3.2% | -1.3% | +1.2% |
| 3M | +15.5% | +23.6% | -8.1% | +10.5% |
| 6M | +16.6% | +29.7% | -13.0% | +10.3% |
| YTD | +5.7% | +25.9% | -20.2% | +0.3% |
| 1Y | +8.6% | +43.7% | -35.2% | 0.0% |
| 3Y | +52.5% | +94.4% | -41.9% | +29.0% |
| All | +68.3% | +67.7% | +0.6% | +44.3% |
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