+651.5%
ADI vs INCY
+54.2%
+597.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.2% |
| 7D | +4.6% | -4.2% | +8.7% | +5.7% |
| 30D | -1.2% | +0.6% | -1.7% | -1.4% |
| 3M | -7.8% | +12.6% | -20.5% | -11.3% |
| 6M | +19.3% | +28.3% | -9.0% | +10.5% |
| YTD | +40.9% | +23.0% | +17.9% | +31.5% |
| 1Y | +54.5% | +41.0% | +13.5% | +38.2% |
| 3Y | +123.4% | +88.6% | +34.8% | +79.6% |
| 5Y | +142.3% | +70.8% | +71.5% | +97.8% |
| All | +651.5% | +54.2% | +597.3% | +519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling