+21.3%
ADM vs INCY
+20.6%
+0.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | +0.1% |
| 7D | -8.3% | +5.1% | -13.4% | -8.4% |
| 30D | -14.1% | +7.6% | -21.7% | -14.3% |
| 3M | -10.7% | +1.9% | -12.6% | -10.7% |
| 6M | -5.9% | +26.5% | -32.4% | -6.4% |
| YTD | +25.8% | +24.4% | +1.4% | +22.3% |
| 1Y | +21.3% | +19.4% | +1.9% | +17.9% |
| All | +21.3% | +20.6% | +0.7% | +17.9% |
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