+40.6%
AXON vs INCY
+124.7%
-84.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.3% |
| 7D | -28.7% | +1.5% | -30.3% | -28.8% |
| 30D | -28.3% | +8.1% | -36.4% | -28.9% |
| 3M | -46.9% | +1.1% | -48.0% | -46.9% |
| 6M | -24.9% | +23.7% | -48.5% | -25.7% |
| YTD | -46.6% | +23.4% | -70.0% | -47.4% |
| 1Y | -49.7% | +15.0% | -64.7% | -50.3% |
| 3Y | +40.6% | +132.1% | -91.5% | +31.9% |
| All | +40.6% | +124.7% | -84.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling