-32.4%
ASX vs INCY
+4.8%
-37.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.7% |
| 7D | -19.9% | -0.6% | -19.3% | -18.8% |
| 30D | -30.9% | +5.5% | -36.4% | -22.9% |
| All | -32.4% | +4.8% | -37.2% | -23.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling