-2.9%
ADSK vs INCY
+89.7%
-92.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | -2.5% | -4.2% | +1.6% | -1.9% |
| 30D | -14.9% | +0.6% | -15.5% | -15.0% |
| 3M | +3.3% | +12.6% | -9.3% | +1.5% |
| 6M | -15.7% | +28.3% | -44.0% | -18.8% |
| YTD | -28.2% | +23.0% | -51.2% | -30.5% |
| 1Y | -34.5% | +41.0% | -75.5% | -38.0% |
| 3Y | -2.9% | +88.6% | -91.5% | -18.0% |
| All | -2.9% | +89.7% | -92.6% | -18.0% |
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