+4,996.7%
ADP vs INCY
+6,660.0%
-1,663.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.4% | +1.9% | -5.3% | -3.6% |
| 30D | +2.8% | +5.8% | -3.0% | +2.2% |
| 3M | +20.9% | +25.2% | -4.3% | +18.2% |
| 6M | +29.9% | +28.2% | +1.7% | +26.5% |
| YTD | +9.6% | +28.3% | -18.7% | +6.6% |
| 1Y | -5.3% | +48.3% | -53.6% | -9.3% |
| 3Y | +16.5% | +95.9% | -79.5% | +7.6% |
| 5Y | +49.4% | +66.6% | -17.2% | +39.7% |
| 10Y | +282.2% | +54.5% | +227.7% | +252.2% |
| All | +4,996.7% | +6,660.0% | -1,663.3% | +2,526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling