+308.9%
AVAV vs INCY
+15.3%
+293.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +4.2% | +1.1% | +3.1% | +4.0% |
| 30D | -2.6% | +8.4% | -11.0% | -4.2% |
| 3M | -38.0% | +0.4% | -38.3% | -38.2% |
| 6M | -27.0% | +22.4% | -49.4% | -30.5% |
| YTD | -51.4% | +22.5% | -73.9% | -53.8% |
| 1Y | -60.2% | +14.8% | -75.0% | -61.7% |
| 3Y | -6.7% | +127.7% | -134.4% | -24.8% |
| 5Y | +28.3% | +84.4% | -56.1% | +8.1% |
| All | +308.9% | +15.3% | +293.6% | +260.4% |
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