-62.8%
W vs INCY
+69.5%
-132.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.4% |
| 7D | +0.5% | -3.7% | +4.2% | +2.7% |
| 30D | -5.6% | +1.8% | -7.4% | -6.6% |
| 3M | +41.9% | +17.0% | +24.9% | +28.5% |
| 6M | +30.2% | +28.4% | +1.8% | +11.5% |
| YTD | -2.9% | +24.8% | -27.8% | -16.1% |
| 1Y | +11.6% | +42.9% | -31.4% | -12.4% |
| 3Y | +37.0% | +92.7% | -55.7% | -16.2% |
| 5Y | -62.8% | +73.3% | -136.2% | -74.5% |
| All | -62.8% | +69.5% | -132.4% | -74.5% |
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