+131.9%
AS vs INCY
+108.9%
+23.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.8% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +9.6% | +9.8% | -0.2% | +7.4% |
| 3M | -8.2% | +1.0% | -9.2% | -8.6% |
| 6M | -9.9% | +21.9% | -31.8% | -14.3% |
| YTD | -16.8% | +23.8% | -40.6% | -21.6% |
| 1Y | +3.0% | +13.0% | -10.1% | -1.1% |
| All | +131.9% | +108.9% | +23.0% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling