-31.9%
ADSK vs INCY
+45.3%
-77.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.1% |
| 7D | -16.4% | +1.9% | -18.3% | -16.7% |
| 30D | -9.2% | +5.8% | -15.0% | -10.2% |
| 3M | -6.7% | +25.2% | -31.9% | -9.7% |
| 6M | -15.5% | +28.2% | -43.7% | -18.6% |
| YTD | -26.4% | +28.3% | -54.7% | -28.8% |
| 1Y | -31.9% | +48.3% | -80.2% | -36.8% |
| All | -31.9% | +45.3% | -77.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling