+985.8%
ASX vs INCY
+15.3%
+970.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +12.4% | +1.1% | +11.3% | +12.2% |
| 30D | -19.8% | +8.4% | -28.2% | -21.3% |
| 3M | -10.3% | +0.4% | -10.7% | -10.6% |
| 6M | +1.2% | +22.4% | -21.2% | -4.5% |
| YTD | +123.0% | +22.5% | +100.6% | +109.9% |
| 1Y | +145.4% | +14.8% | +130.7% | +134.2% |
| 3Y | +368.6% | +127.7% | +240.9% | +267.8% |
| 5Y | +486.0% | +84.4% | +401.7% | +383.7% |
| All | +985.8% | +15.3% | +970.4% | +802.3% |
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