+746.1%
AU vs INCY
+641.5%
+104.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.2% |
| 7D | -7.0% | -3.7% | -3.3% | -6.8% |
| 30D | +7.3% | +1.8% | +5.5% | +7.2% |
| 3M | +33.2% | +17.0% | +16.2% | +32.1% |
| 6M | -0.6% | +28.4% | -29.0% | -1.9% |
| YTD | +26.2% | +24.8% | +1.3% | +24.6% |
| 1Y | +68.3% | +42.9% | +25.3% | +65.1% |
| 3Y | +592.1% | +92.7% | +499.4% | +565.8% |
| 5Y | +685.3% | +73.3% | +611.9% | +657.5% |
| 10Y | +682.5% | +55.8% | +626.7% | +648.5% |
| All | +746.1% | +641.5% | +104.6% | +671.8% |
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