+46.5%
ADP vs INCY
+67.7%
-21.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.2% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -1.2% | +3.2% | -4.4% | -1.8% |
| 3M | +17.9% | +23.6% | -5.7% | +13.3% |
| 6M | +20.3% | +29.7% | -9.3% | +14.5% |
| YTD | +5.8% | +25.9% | -20.1% | +1.0% |
| 1Y | -7.7% | +43.7% | -51.4% | -14.6% |
| 3Y | +14.7% | +94.4% | -79.7% | -2.5% |
| All | +46.5% | +67.7% | -21.2% | +28.1% |
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