+272.2%
ADP vs INCY
+60.0%
+212.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -5.7% | -2.2% | -3.5% | -5.2% |
| 30D | -3.1% | +3.7% | -6.8% | -3.8% |
| 3M | +15.6% | +22.1% | -6.5% | +10.7% |
| 6M | +20.8% | +29.8% | -9.0% | +14.0% |
| YTD | +4.7% | +27.6% | -22.8% | -1.1% |
| 1Y | -8.3% | +47.2% | -55.5% | -16.3% |
| 3Y | +13.6% | +97.0% | -83.4% | -4.7% |
| 5Y | +45.0% | +73.4% | -28.3% | +24.1% |
| All | +272.2% | +60.0% | +212.3% | +214.8% |
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