+97,349.7%
ASML vs INCY
+2,996.2%
+94,353.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | +2.2% | +5.8% | -3.6% | +0.9% |
| 3M | -2.3% | +25.2% | -27.5% | -7.5% |
| 6M | +23.0% | +28.2% | -5.2% | +15.8% |
| YTD | +61.1% | +28.3% | +32.7% | +51.5% |
| 1Y | +129.1% | +48.3% | +80.8% | +108.1% |
| 3Y | +165.4% | +95.9% | +69.4% | +121.7% |
| 5Y | +109.5% | +66.6% | +42.9% | +80.3% |
| 10Y | +1,645.7% | +54.5% | +1,591.2% | +1,359.5% |
| All | +97,349.7% | +2,996.2% | +94,353.6% | +26,976.8% |
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