+1,381.1%
ADM vs INCY
+6,351.7%
-4,970.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +4.2% | +1.1% | +3.1% | +4.1% |
| 30D | -12.8% | +8.4% | -21.3% | -13.4% |
| 3M | -8.5% | +0.4% | -8.8% | -8.6% |
| 6M | -10.9% | +22.4% | -33.3% | -12.5% |
| YTD | +29.4% | +22.5% | +6.9% | +27.0% |
| 1Y | +27.5% | +14.8% | +12.8% | +25.7% |
| 3Y | +10.3% | +127.7% | -117.4% | +2.4% |
| 5Y | +27.4% | +84.4% | -57.0% | +19.9% |
| 10Y | +134.6% | +15.7% | +118.8% | +123.4% |
| All | +1,381.1% | +6,351.7% | -4,970.7% | +861.0% |
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