+1,846.0%
AXON vs INCY
+56.1%
+1,789.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.4% |
| 7D | -3.3% | -2.2% | -1.2% | -2.8% |
| 30D | -17.8% | +3.7% | -21.5% | -18.6% |
| 3M | +8.3% | +22.1% | -13.8% | +3.1% |
| 6M | -12.4% | +29.8% | -42.1% | -18.0% |
| YTD | -13.7% | +27.6% | -41.3% | -19.3% |
| 1Y | -33.1% | +47.2% | -80.3% | -39.9% |
| 3Y | +128.2% | +97.0% | +31.3% | +83.9% |
| 5Y | +170.5% | +73.4% | +97.1% | +125.5% |
| 10Y | +1,846.0% | +59.2% | +1,786.7% | +1,379.8% |
| All | +1,846.0% | +56.1% | +1,789.8% | +1,379.8% |
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 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