+371.2%
AVAV vs INCY
+1,552.6%
-1,181.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.4% | +9.1% | +10.2% |
| 7D | -10.6% | -0.6% | -10.0% | -10.5% |
| 30D | -18.8% | +5.5% | -24.3% | -19.6% |
| 3M | -34.1% | +1.1% | -35.2% | -34.4% |
| 6M | -35.3% | +19.8% | -55.2% | -37.8% |
| YTD | -53.4% | +21.1% | -74.5% | -55.3% |
| 1Y | -65.6% | +13.7% | -79.4% | -66.7% |
| 3Y | -5.1% | +119.3% | -124.3% | -19.5% |
| 5Y | +18.5% | +76.3% | -57.8% | +3.8% |
| 10Y | +369.8% | +36.6% | +333.2% | +312.6% |
| All | +371.2% | +1,552.6% | -1,181.4% | +114.3% |
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 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