-53.1%
W vs INCY
+86.4%
-139.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | -7.4% | -0.5% | -6.9% | -7.0% |
| 30D | +7.8% | +9.8% | -2.0% | +1.9% |
| 3M | +10.9% | +1.0% | +9.9% | +10.0% |
| 6M | +86.4% | +21.9% | +64.5% | +63.5% |
| YTD | +14.0% | +23.8% | -9.8% | -1.6% |
| 1Y | +3.5% | +13.0% | -9.5% | -5.6% |
| 3Y | +164.8% | +133.2% | +31.6% | +30.7% |
| 5Y | -53.1% | +87.8% | -140.9% | -70.0% |
| All | -53.1% | +86.4% | -139.5% | -70.0% |
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 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