+140.2%
AXON vs INCY
+98.6%
+41.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | -14.2% | +1.9% | -16.1% | -14.3% |
| 30D | -15.4% | +5.8% | -21.2% | -15.8% |
| 3M | +0.5% | +25.2% | -24.7% | -1.1% |
| 6M | -9.5% | +28.2% | -37.7% | -11.2% |
| YTD | -9.2% | +28.3% | -37.5% | -11.0% |
| 1Y | -29.4% | +48.3% | -77.7% | -31.5% |
| All | +140.2% | +98.6% | +41.5% | +113.2% |
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