+2,926.4%
V vs INCY
+1,238.4%
+1,688.0%
-51.9%
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% | -0.8% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | +2.0% | +5.8% | -3.8% | +0.7% |
| 3M | +17.4% | +25.2% | -7.8% | +11.6% |
| 6M | +17.5% | +28.2% | -10.7% | +11.0% |
| YTD | +7.6% | +28.3% | -20.7% | +1.4% |
| 1Y | +7.7% | +48.3% | -40.6% | -1.8% |
| 3Y | +54.7% | +95.9% | -41.3% | +30.3% |
| 5Y | +73.0% | +66.6% | +6.5% | +49.7% |
| 10Y | +390.9% | +54.5% | +336.3% | +307.0% |
| All | +2,926.4% | +1,238.4% | +1,688.0% | +1,135.0% |
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