+40.9%
VALE vs INCY
+69.3%
-28.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -0.3% | -4.2% | +3.9% | +0.3% |
| 30D | +8.6% | +0.6% | +8.1% | +8.6% |
| 3M | +2.0% | +12.6% | -10.7% | +0.1% |
| 6M | +2.1% | +28.3% | -26.2% | -1.8% |
| YTD | +20.2% | +23.0% | -2.8% | +16.2% |
| 1Y | +55.2% | +41.0% | +14.2% | +46.5% |
| 3Y | +45.9% | +88.6% | -42.7% | +29.5% |
| All | +40.9% | +69.3% | -28.4% | +25.1% |
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