+5.2%
AVTR vs INCY
+61.5%
-56.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.6% |
| 7D | +7.4% | -0.5% | +7.9% | +7.6% |
| 30D | +12.2% | +3.2% | +9.0% | +10.8% |
| 3M | +57.4% | +23.6% | +33.8% | +44.0% |
| 6M | +86.7% | +29.7% | +57.0% | +67.0% |
| YTD | +33.1% | +25.9% | +7.1% | +20.1% |
| 1Y | +16.1% | +43.7% | -27.6% | -1.0% |
| 3Y | -24.6% | +94.4% | -119.1% | -45.0% |
| 5Y | -63.5% | +68.0% | -131.5% | -72.1% |
| All | +5.2% | +61.5% | -56.4% | -24.8% |
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