+10,608.8%
ADBE vs INCY
+6,620.5%
+3,988.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -8.9% | -2.2% | -6.7% | -8.5% |
| 30D | -6.6% | +3.7% | -10.3% | -7.3% |
| 3M | +7.1% | +22.1% | -14.9% | +3.0% |
| 6M | -9.8% | +29.8% | -39.5% | -14.5% |
| YTD | -27.2% | +27.6% | -54.8% | -30.9% |
| 1Y | -28.0% | +47.2% | -75.2% | -33.7% |
| 3Y | -54.5% | +97.0% | -151.5% | -61.1% |
| 5Y | -61.5% | +73.4% | -134.8% | -66.3% |
| 10Y | +156.4% | +59.2% | +97.2% | +119.7% |
| All | +10,608.8% | +6,620.5% | +3,988.3% | +3,943.3% |
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