+672.3%
AU vs INCY
+54.2%
+618.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -4.3% | -4.2% | -0.1% | -3.9% |
| 30D | +7.3% | +0.6% | +6.7% | +7.3% |
| 3M | +26.3% | +12.6% | +13.7% | +24.9% |
| 6M | +1.8% | +28.3% | -26.6% | -0.6% |
| YTD | +26.8% | +23.0% | +3.8% | +24.2% |
| 1Y | +66.7% | +41.0% | +25.7% | +61.4% |
| 3Y | +579.1% | +88.6% | +490.5% | +535.7% |
| 5Y | +689.3% | +70.8% | +618.5% | +643.3% |
| All | +672.3% | +54.2% | +618.1% | +557.1% |
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