+134.9%
AS vs INCY
+104.5%
+30.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +6.9% | -0.6% | +7.5% | +7.1% |
| 30D | +16.0% | +5.5% | +10.5% | +14.7% |
| 3M | -12.8% | +1.1% | -13.9% | -13.2% |
| 6M | -15.4% | +19.8% | -35.2% | -19.3% |
| YTD | -15.7% | +21.1% | -36.9% | -20.2% |
| 1Y | +6.1% | +13.7% | -7.7% | +1.7% |
| All | +134.9% | +104.5% | +30.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling