+4,033.9%
YUM vs INCY
+506.9%
+3,527.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -5.2% | -3.7% | -1.5% | -4.9% |
| 30D | -0.1% | +1.8% | -1.9% | -0.3% |
| 3M | -4.3% | +17.0% | -21.3% | -5.8% |
| 6M | -8.7% | +28.4% | -37.1% | -11.0% |
| YTD | -3.5% | +24.8% | -28.3% | -5.7% |
| 1Y | +0.5% | +42.9% | -42.5% | -3.2% |
| 3Y | +20.5% | +92.7% | -72.2% | +12.1% |
| 5Y | +21.8% | +73.3% | -51.5% | +14.0% |
| 10Y | +176.5% | +55.8% | +120.7% | +154.6% |
| All | +4,033.9% | +506.9% | +3,527.0% | +2,620.8% |
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