+415.3%
ASX vs INCY
+75.2%
+340.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.2% |
| 7D | -19.9% | -0.6% | -19.3% | -19.7% |
| 30D | -30.9% | +5.5% | -36.4% | -31.6% |
| 3M | -15.1% | +1.1% | -16.2% | -15.3% |
| 6M | -6.5% | +19.8% | -26.3% | -10.9% |
| YTD | +98.4% | +21.1% | +77.3% | +87.9% |
| 1Y | +107.9% | +13.7% | +94.1% | +99.2% |
| 3Y | +325.3% | +119.3% | +206.0% | +234.2% |
| All | +415.3% | +75.2% | +340.1% | +350.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling