+856.1%
ASX vs INCY
+16.1%
+840.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.8% | +8.2% |
| 7D | -12.3% | +1.5% | -13.8% | -12.4% |
| 30D | -26.0% | +8.1% | -34.1% | -27.3% |
| 3M | -8.1% | +1.1% | -9.2% | -8.5% |
| 6M | +1.4% | +23.7% | -22.3% | -4.5% |
| YTD | +115.6% | +23.4% | +92.2% | +102.5% |
| 1Y | +128.0% | +15.0% | +113.0% | +117.4% |
| 3Y | +371.4% | +132.1% | +239.3% | +268.2% |
| 5Y | +469.4% | +83.2% | +386.2% | +370.7% |
| All | +856.1% | +16.1% | +840.0% | +689.9% |
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