+3,552.3%
ASX vs INCY
+196.5%
+3,355.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | +2.0% | +5.8% | -3.8% | +0.9% |
| 3M | -1.3% | +25.2% | -26.5% | -5.7% |
| 6M | +71.4% | +28.2% | +43.2% | +63.1% |
| YTD | +135.3% | +28.3% | +107.0% | +123.5% |
| 1Y | +267.5% | +48.3% | +219.1% | +239.3% |
| 3Y | +388.5% | +95.9% | +292.5% | +322.8% |
| 5Y | +417.1% | +66.6% | +350.5% | +357.4% |
| 10Y | +872.7% | +54.5% | +818.2% | +735.0% |
| All | +3,552.3% | +196.5% | +3,355.8% | +1,489.3% |
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 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