-62.2%
ADBE vs INCY
+69.5%
-131.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.9% |
| 7D | -12.9% | -3.7% | -9.2% | -12.2% |
| 30D | -5.6% | +1.8% | -7.5% | -6.1% |
| 3M | +6.6% | +17.0% | -10.4% | +2.8% |
| 6M | -9.6% | +28.4% | -37.9% | -15.0% |
| YTD | -28.9% | +24.8% | -53.7% | -32.9% |
| 1Y | -28.9% | +42.9% | -71.9% | -35.5% |
| 3Y | -55.6% | +92.7% | -148.3% | -63.9% |
| 5Y | -62.2% | +73.3% | -135.6% | -68.1% |
| All | -62.2% | +69.5% | -131.8% | -68.1% |
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 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