+508.8%
AVAV vs INCY
+51.3%
+457.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -20.3% | +3.2% | -23.5% | -20.9% |
| 3M | -19.4% | +23.6% | -43.0% | -23.4% |
| 6M | -35.3% | +29.7% | -64.9% | -39.3% |
| YTD | -38.5% | +25.9% | -64.4% | -41.9% |
| 1Y | -37.2% | +43.7% | -80.9% | -42.5% |
| 3Y | +31.1% | +94.4% | -63.3% | +9.3% |
| 5Y | +41.0% | +68.0% | -26.9% | +20.8% |
| 10Y | +508.8% | +52.5% | +456.2% | +356.9% |
| All | +508.8% | +51.3% | +457.4% | +356.9% |
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