-62.0%
AVAV vs INCY
+13.5%
-75.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.9% | +10.7% | +12.3% |
| 7D | +3.2% | +1.5% | +1.6% | +3.1% |
| 30D | -7.4% | +8.1% | -15.5% | -8.3% |
| 3M | -32.0% | +1.1% | -33.1% | -32.1% |
| 6M | -24.6% | +23.7% | -48.2% | -27.3% |
| YTD | -47.5% | +23.4% | -70.9% | -49.8% |
| All | -62.0% | +13.5% | -75.5% | -63.3% |
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