+67.1%
ADM vs INCY
+69.9%
-2.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | +8.2% | +3.7% | +4.5% | +7.6% |
| 3M | +8.7% | +22.1% | -13.4% | +5.5% |
| 6M | +29.1% | +29.8% | -0.7% | +24.1% |
| YTD | +53.7% | +27.6% | +26.1% | +47.4% |
| 1Y | +43.2% | +47.2% | -4.0% | +33.9% |
| 3Y | +21.4% | +97.0% | -75.5% | +6.0% |
| 5Y | +67.1% | +73.4% | -6.3% | +49.3% |
| All | +67.1% | +69.9% | -2.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling