+40.4%
AVAV vs INCY
+67.3%
-26.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -2.2% | +1.9% | -4.1% | -2.5% |
| 30D | -13.9% | +5.8% | -19.7% | -14.7% |
| 3M | -29.2% | +25.2% | -54.4% | -31.9% |
| 6M | -36.1% | +28.2% | -64.3% | -38.9% |
| YTD | -40.2% | +28.3% | -68.5% | -42.7% |
| 1Y | -36.2% | +48.3% | -84.6% | -40.3% |
| 3Y | +47.5% | +95.9% | -48.4% | +29.6% |
| All | +40.4% | +67.3% | -26.8% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling