+15.9%
ABNB vs INCY
+51.8%
-35.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -9.5% | -3.7% | -5.8% | -8.6% |
| 30D | -9.4% | +1.8% | -11.2% | -9.9% |
| 3M | +29.9% | +17.0% | +12.9% | +24.3% |
| 6M | +26.6% | +28.4% | -1.8% | +17.9% |
| YTD | +23.5% | +24.8% | -1.3% | +15.4% |
| 1Y | +35.8% | +42.9% | -7.1% | +21.6% |
| 3Y | +15.0% | +92.7% | -77.7% | -8.7% |
| 5Y | +1.5% | +73.3% | -71.9% | -15.5% |
| All | +15.9% | +51.8% | -35.9% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling