+579.1%
AU vs INCY
+89.7%
+489.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -4.3% | -4.2% | -0.1% | -4.0% |
| 30D | +7.3% | +0.6% | +6.7% | +7.4% |
| 3M | +26.3% | +12.6% | +13.7% | +25.9% |
| 6M | +1.8% | +28.3% | -26.6% | +0.5% |
| YTD | +26.8% | +23.0% | +3.8% | +25.3% |
| 1Y | +66.7% | +41.0% | +25.7% | +65.1% |
| 3Y | +579.1% | +88.6% | +490.5% | +552.6% |
| All | +579.1% | +89.7% | +489.4% | +552.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling