+2.3%
AKAM vs INCY
+92.5%
-90.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.9% |
| 7D | +0.6% | -3.7% | +4.3% | +1.2% |
| 30D | -8.2% | +1.8% | -10.0% | -8.5% |
| 3M | -17.6% | +17.0% | -34.5% | -20.0% |
| 6M | +2.5% | +28.4% | -25.9% | -2.4% |
| YTD | +22.8% | +24.8% | -2.0% | +17.7% |
| 1Y | +39.6% | +42.9% | -3.4% | +30.6% |
| All | +2.3% | +92.5% | -90.3% | -14.1% |
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 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