+196.7%
W vs INCY
+153.6%
+43.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +6.8% | +8.4% | -1.6% | +3.4% |
| 3M | +10.7% | +0.4% | +10.3% | +10.4% |
| 6M | +86.3% | +22.4% | +63.9% | +70.4% |
| YTD | +11.5% | +22.5% | -11.0% | +1.8% |
| 1Y | +5.1% | +14.8% | -9.7% | -1.6% |
| 3Y | +171.0% | +127.7% | +43.3% | +86.4% |
| 5Y | -56.6% | +84.4% | -141.0% | -66.7% |
| 10Y | +213.4% | +15.7% | +197.7% | +157.7% |
| All | +196.7% | +153.6% | +43.1% | +156.5% |
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 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