+31,416.6%
AVGO vs INCY
+2,183.8%
+29,232.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.0% | +1.9% | -4.9% | -3.4% |
| 30D | -14.4% | +5.8% | -20.2% | -15.6% |
| 3M | -14.4% | +25.2% | -39.6% | -19.4% |
| 6M | +13.1% | +28.2% | -15.1% | +5.5% |
| YTD | +3.8% | +28.3% | -24.5% | -3.4% |
| 1Y | +17.8% | +48.3% | -30.6% | +5.5% |
| 3Y | +325.3% | +95.9% | +229.3% | +248.7% |
| 5Y | +689.9% | +66.6% | +623.3% | +566.7% |
| 10Y | +2,597.0% | +54.5% | +2,542.5% | +2,097.0% |
| All | +31,416.6% | +2,183.8% | +29,232.8% | +13,365.5% |
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