+504.5%
AVAV vs INCY
+1,650.7%
-1,146.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.6% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | -13.9% | +5.8% | -19.7% | -14.8% |
| 3M | -29.2% | +25.2% | -54.4% | -32.2% |
| 6M | -36.1% | +28.2% | -64.3% | -39.2% |
| YTD | -40.2% | +28.3% | -68.5% | -43.1% |
| 1Y | -36.2% | +48.3% | -84.6% | -40.9% |
| 3Y | +47.5% | +95.9% | -48.4% | +27.8% |
| 5Y | +39.3% | +66.6% | -27.3% | +23.3% |
| 10Y | +482.6% | +54.5% | +428.0% | +401.5% |
| All | +504.5% | +1,650.7% | -1,146.2% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling