+80,969.6%
ASML vs INCY
+2,822.7%
+78,146.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.7% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | -21.0% | +5.5% | -26.4% | -22.0% |
| 3M | -16.3% | +1.1% | -17.4% | -16.8% |
| 6M | -7.5% | +19.8% | -27.4% | -12.0% |
| YTD | +34.0% | +21.1% | +12.8% | +27.2% |
| 1Y | +39.3% | +13.7% | +25.5% | +33.8% |
| 3Y | +128.9% | +119.3% | +9.6% | +86.3% |
| 5Y | +76.1% | +76.3% | -0.2% | +49.7% |
| 10Y | +1,428.4% | +36.6% | +1,391.7% | +1,210.0% |
| All | +80,969.6% | +2,822.7% | +78,146.9% | +22,641.5% |
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 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