+163.6%
W vs INCY
+165.7%
-2.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | -4.2% | +1.9% | -6.1% | -5.0% |
| 30D | -7.6% | +5.8% | -13.4% | -9.7% |
| 3M | +37.2% | +25.2% | +12.0% | +24.5% |
| 6M | +26.3% | +28.2% | -1.9% | +13.7% |
| YTD | -1.0% | +28.3% | -29.3% | -11.2% |
| 1Y | +20.1% | +48.3% | -28.3% | +0.9% |
| 3Y | +37.8% | +95.9% | -58.1% | +0.8% |
| 5Y | -63.7% | +66.6% | -130.2% | -71.3% |
| 10Y | +156.3% | +54.5% | +101.8% | +96.1% |
| All | +163.6% | +165.7% | -2.1% | +123.6% |
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