+79.3%
ADI vs INCY
+20.6%
+58.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.1% |
| 7D | -5.1% | +5.1% | -10.3% | -5.0% |
| 30D | -3.1% | +7.6% | -10.7% | -3.0% |
| 3M | +7.1% | +1.9% | +5.3% | +7.5% |
| 6M | +2.9% | +26.5% | -23.6% | -0.2% |
| YTD | +51.1% | +24.4% | +26.8% | +44.6% |
| 1Y | +79.3% | +19.4% | +60.0% | +73.9% |
| All | +79.3% | +20.6% | +58.7% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling