+1,016.4%
AXON vs INCY
+16.0%
+1,000.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | -19.7% | +3.1% | -22.8% | -20.4% |
| 30D | -25.7% | +12.0% | -37.7% | -27.8% |
| 3M | -48.8% | +0.8% | -49.6% | -49.0% |
| 6M | -22.0% | +22.8% | -44.8% | -26.0% |
| YTD | -45.9% | +23.2% | -69.1% | -49.0% |
| 1Y | -46.1% | +12.4% | -58.5% | -48.1% |
| 3Y | +40.9% | +132.1% | -91.2% | +7.8% |
| 5Y | +80.2% | +85.5% | -5.3% | +47.8% |
| All | +1,016.4% | +16.0% | +1,000.3% | +820.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling