+416.1%
AVAV vs INCY
+1,561.6%
-1,145.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | -9.9% | +6.7% | -16.6% | -11.0% |
| 3M | -34.7% | -1.0% | -33.7% | -34.7% |
| 6M | -26.6% | +22.1% | -48.7% | -29.6% |
| YTD | -48.9% | +21.8% | -70.7% | -51.0% |
| 1Y | -63.0% | +13.5% | -76.5% | -64.1% |
| 3Y | +1.6% | +129.4% | -127.8% | -14.5% |
| 5Y | +34.5% | +84.0% | -49.5% | +17.0% |
| 10Y | +359.3% | +14.9% | +344.4% | +314.9% |
| All | +416.1% | +1,561.6% | -1,145.5% | +134.6% |
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