-23.7%
AKAM vs INCY
+1,262.3%
-1,286.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +5.4% | -2.2% | +7.6% | +6.0% |
| 30D | -5.9% | +3.7% | -9.5% | -6.9% |
| 3M | -19.6% | +22.1% | -41.7% | -24.4% |
| 6M | +8.5% | +29.8% | -21.3% | 0.0% |
| YTD | +26.9% | +27.6% | -0.6% | +17.5% |
| 1Y | +41.7% | +47.2% | -5.5% | +25.6% |
| 3Y | +5.8% | +97.0% | -91.2% | -15.7% |
| 5Y | -2.3% | +73.4% | -75.7% | -20.5% |
| 10Y | +111.0% | +59.2% | +51.7% | +60.7% |
| All | -23.7% | +1,262.3% | -1,286.0% | -77.4% |
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