+1,644.6%
ASML vs INCY
+53.9%
+1,590.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | +2.2% | +5.8% | -3.6% | +0.5% |
| 3M | -2.3% | +25.2% | -27.5% | -9.1% |
| 6M | +23.0% | +28.2% | -5.2% | +13.6% |
| YTD | +61.1% | +28.3% | +32.7% | +48.6% |
| 1Y | +129.1% | +48.3% | +80.8% | +101.8% |
| 3Y | +165.4% | +95.9% | +69.4% | +108.1% |
| 5Y | +109.5% | +66.6% | +42.9% | +71.6% |
| All | +1,644.6% | +53.9% | +1,590.7% | +1,247.0% |
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