+20.6%
ABNB vs INCY
+53.2%
-32.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | -2.0% | +3.2% | -5.2% | -2.9% |
| 3M | +29.8% | +23.6% | +6.2% | +22.4% |
| 6M | +31.0% | +29.7% | +1.3% | +21.7% |
| YTD | +28.6% | +25.9% | +2.7% | +19.9% |
| 1Y | +40.1% | +43.7% | -3.7% | +25.2% |
| 3Y | +19.7% | +94.4% | -74.7% | -5.2% |
| 5Y | +6.5% | +68.0% | -61.5% | -11.6% |
| All | +20.6% | +53.2% | -32.6% | -6.5% |
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