+379.1%
AVAV vs INCY
+27.4%
+351.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.9% | +10.7% | +12.2% |
| 7D | +3.2% | +1.5% | +1.6% | +2.9% |
| 30D | -7.4% | +8.1% | -15.5% | -8.9% |
| 3M | -32.0% | +1.1% | -33.1% | -32.3% |
| 6M | -24.6% | +23.7% | -48.2% | -28.4% |
| YTD | -47.5% | +23.4% | -70.9% | -50.2% |
| 1Y | -61.5% | +15.0% | -76.5% | -62.9% |
| 3Y | +5.5% | +132.1% | -126.6% | -15.4% |
| 5Y | +35.7% | +83.2% | -47.5% | +14.6% |
| 10Y | +379.1% | +17.1% | +362.0% | +321.6% |
| All | +379.1% | +27.4% | +351.7% | +321.6% |
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 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