+208.9%
W vs INCY
+16.0%
+192.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | +3.1% | -4.8% | -3.2% |
| 30D | +3.2% | +12.0% | -8.8% | -2.4% |
| 3M | +8.3% | +0.8% | +7.5% | +7.7% |
| 6M | +84.3% | +22.8% | +61.5% | +64.9% |
| YTD | +11.0% | +23.2% | -12.2% | -1.1% |
| 1Y | -0.2% | +12.4% | -12.6% | -7.1% |
| 3Y | +157.9% | +132.1% | +25.9% | +59.0% |
| 5Y | -56.8% | +85.5% | -142.3% | -69.1% |
| All | +208.9% | +16.0% | +192.9% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling