+187.4%
ABBV vs INCY
+69.3%
+118.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +0.3% | -4.2% | +4.4% | +1.2% |
| 30D | +3.4% | +0.6% | +2.8% | +3.2% |
| 3M | +15.2% | +12.6% | +2.6% | +12.0% |
| 6M | +14.7% | +28.3% | -13.6% | +8.2% |
| YTD | +15.2% | +23.0% | -7.8% | +9.5% |
| 1Y | +20.4% | +41.0% | -20.6% | +10.7% |
| 3Y | +91.3% | +88.6% | +2.8% | +62.6% |
| All | +187.4% | +69.3% | +118.1% | +147.6% |
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 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