+17,815.9%
ADI vs INCY
+6,620.5%
+11,195.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +2.6% | -2.2% | +4.8% | +3.1% |
| 30D | -4.6% | +3.7% | -8.3% | -5.3% |
| 3M | -9.5% | +22.1% | -31.6% | -13.4% |
| 6M | +14.8% | +29.8% | -14.9% | +8.5% |
| YTD | +35.8% | +27.6% | +8.2% | +28.4% |
| 1Y | +48.9% | +47.2% | +1.7% | +36.5% |
| 3Y | +115.6% | +97.0% | +18.6% | +84.1% |
| 5Y | +135.1% | +73.4% | +61.7% | +104.2% |
| 10Y | +636.4% | +59.2% | +577.2% | +523.4% |
| All | +17,815.9% | +6,620.5% | +11,195.4% | +4,360.8% |
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