+43.6%
ADP vs INCY
+128.1%
-84.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +3.2% | +2.3% | +0.9% | +2.8% |
| 30D | +12.8% | +6.7% | +6.1% | +11.8% |
| 3M | +12.3% | -1.0% | +13.3% | +12.3% |
| 6M | +45.4% | +22.1% | +23.4% | +41.6% |
| YTD | +21.4% | +21.8% | -0.4% | +17.9% |
| 1Y | +23.7% | +13.5% | +10.2% | +21.2% |
| 3Y | +43.6% | +129.4% | -85.8% | +23.1% |
| All | +43.6% | +128.1% | -84.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling