+5,706.3%
ANET vs INCY
+128.8%
+5,577.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.9% |
| 7D | +3.0% | -4.2% | +7.2% | +4.0% |
| 30D | -5.2% | +0.6% | -5.8% | -5.4% |
| 3M | +27.6% | +12.6% | +15.0% | +23.1% |
| 6M | +44.4% | +28.3% | +16.1% | +34.2% |
| YTD | +52.3% | +23.0% | +29.3% | +42.6% |
| 1Y | +30.4% | +41.0% | -10.5% | +17.5% |
| 3Y | +313.3% | +88.6% | +224.7% | +236.5% |
| 5Y | +810.0% | +70.8% | +739.2% | +654.7% |
| 10Y | +3,903.8% | +53.5% | +3,850.3% | +3,128.1% |
| All | +5,706.3% | +128.8% | +5,577.5% | +3,451.6% |
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