+318.8%
ADP vs INCY
+17.7%
+301.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +11.9% | +9.8% | +2.1% | +9.6% |
| 3M | +13.7% | +1.0% | +12.7% | +13.2% |
| 6M | +46.8% | +21.9% | +24.9% | +40.0% |
| YTD | +21.8% | +23.8% | -2.0% | +15.3% |
| 1Y | +23.5% | +13.0% | +10.5% | +19.1% |
| 3Y | +44.1% | +133.2% | -89.1% | +15.2% |
| 5Y | +49.9% | +87.8% | -37.9% | +25.4% |
| 10Y | +318.8% | +17.0% | +301.8% | +257.2% |
| All | +318.8% | +17.7% | +301.1% | +257.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling