+23.9%
ADM vs INCY
+87.8%
-63.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -11.8% | +9.8% | -21.6% | -12.9% |
| 3M | -11.3% | +1.0% | -12.3% | -11.5% |
| 6M | -10.0% | +21.9% | -31.9% | -12.7% |
| YTD | +25.9% | +23.8% | +2.1% | +21.3% |
| 1Y | +26.7% | +13.0% | +13.6% | +23.6% |
| 3Y | +8.1% | +133.2% | -125.0% | -9.9% |
| All | +23.9% | +87.8% | -63.9% | +8.5% |
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 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