+4,266.2%
ADSK vs INCY
+6,474.9%
-2,208.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.8% |
| 7D | -10.9% | -3.7% | -7.2% | -10.3% |
| 30D | -15.9% | +1.8% | -17.7% | -16.2% |
| 3M | -4.4% | +17.0% | -21.3% | -7.3% |
| 6M | -16.6% | +28.4% | -45.0% | -20.7% |
| YTD | -28.5% | +24.8% | -53.3% | -31.7% |
| 1Y | -34.6% | +42.9% | -77.6% | -39.3% |
| 3Y | -3.5% | +92.7% | -96.1% | -16.4% |
| 5Y | -25.6% | +73.3% | -98.9% | -34.6% |
| 10Y | +216.6% | +55.8% | +160.8% | +174.9% |
| All | +4,266.2% | +6,474.9% | -2,208.7% | +1,414.4% |
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