-69.0%
AVAV vs INCY
+20.6%
-89.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.5% | -12.8% | -8.7% |
| 7D | -10.1% | +5.1% | -15.2% | -10.6% |
| 30D | -18.7% | +7.6% | -26.4% | -19.4% |
| 3M | -33.0% | +1.9% | -34.9% | -33.1% |
| 6M | -37.2% | +26.5% | -63.7% | -39.7% |
| YTD | -53.2% | +24.4% | -77.6% | -55.1% |
| 1Y | -69.0% | +19.4% | -88.3% | -70.2% |
| All | -69.0% | +20.6% | -89.6% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling