+48.7%
ADP vs INCY
+79.4%
-30.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.7% |
| 30D | +12.8% | +6.7% | +6.1% | +11.3% |
| 3M | +12.3% | -1.0% | +13.3% | +12.3% |
| 6M | +45.4% | +22.1% | +23.4% | +39.4% |
| YTD | +21.4% | +21.8% | -0.4% | +15.9% |
| 1Y | +23.7% | +13.5% | +10.2% | +19.7% |
| 3Y | +43.6% | +129.4% | -85.8% | +13.1% |
| 5Y | +48.7% | +84.0% | -35.3% | +27.1% |
| All | +48.7% | +79.4% | -30.7% | +27.1% |
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 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