+2,979.8%
ASX vs INCY
+179.9%
+2,799.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.4% |
| 6M | -6.5% | +19.8% | -26.3% | -10.1% |
| YTD | +98.4% | +21.1% | +77.3% | +90.1% |
| 1Y | +107.9% | +13.7% | +94.1% | +101.0% |
| 3Y | +325.3% | +119.3% | +206.0% | +260.4% |
| 5Y | +447.3% | +76.3% | +371.0% | +379.7% |
| 10Y | +763.2% | +36.6% | +726.6% | +656.6% |
| All | +2,979.8% | +179.9% | +2,799.9% | +1,251.3% |
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