+3,627.9%
ABT vs INCY
+6,534.7%
-2,906.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.5% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -2.1% | +3.2% | -5.3% | -2.4% |
| 3M | +17.4% | +23.6% | -6.2% | +15.4% |
| 6M | -2.4% | +29.7% | -32.1% | -4.4% |
| YTD | -14.2% | +25.9% | -40.2% | -15.9% |
| 1Y | -18.3% | +43.7% | -62.1% | -20.8% |
| 3Y | +11.5% | +94.4% | -82.9% | +5.0% |
| 5Y | -9.9% | +68.0% | -77.9% | -14.4% |
| 10Y | +204.4% | +52.5% | +151.8% | +186.9% |
| All | +3,627.9% | +6,534.7% | -2,906.8% | +2,204.1% |
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