-37.2%
AVAV vs INCY
+43.8%
-81.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -20.3% | +3.2% | -23.5% | -20.7% |
| 3M | -19.4% | +23.6% | -43.0% | -22.2% |
| 6M | -35.3% | +29.7% | -64.9% | -38.6% |
| YTD | -38.5% | +25.9% | -64.4% | -40.6% |
| 1Y | -37.2% | +43.7% | -80.9% | -39.8% |
| All | -37.2% | +43.8% | -81.0% | -39.8% |
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 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