+13.5%
AVTR vs INCY
+45.3%
-31.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.0% |
| 30D | +12.1% | +5.8% | +6.2% | +10.0% |
| 3M | +57.2% | +25.2% | +32.1% | +45.0% |
| 6M | +73.1% | +28.2% | +44.9% | +57.5% |
| YTD | +30.6% | +28.3% | +2.3% | +18.2% |
| 1Y | +13.5% | +48.3% | -34.9% | -9.3% |
| All | +13.5% | +45.3% | -31.8% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling