+1,557.1%
ASML vs INCY
+15.3%
+1,541.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | -9.3% | +8.4% | -17.7% | -11.4% |
| 3M | -19.0% | +0.4% | -19.4% | -19.4% |
| 6M | -5.2% | +22.4% | -27.6% | -11.8% |
| YTD | +40.6% | +22.5% | +18.1% | +30.7% |
| 1Y | +47.5% | +14.8% | +32.7% | +39.4% |
| 3Y | +133.9% | +127.7% | +6.1% | +72.5% |
| 5Y | +83.8% | +84.4% | -0.6% | +44.9% |
| All | +1,557.1% | +15.3% | +1,541.8% | +1,283.5% |
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