+77.4%
AXON vs INCY
+78.8%
-1.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.4% | -19.6% | -18.5% |
| 7D | -26.8% | -0.6% | -26.2% | -26.7% |
| 30D | -22.9% | +5.5% | -28.4% | -23.9% |
| 3M | -40.1% | +1.1% | -41.2% | -40.3% |
| 6M | -18.9% | +19.8% | -38.7% | -22.2% |
| YTD | -44.9% | +21.1% | -66.0% | -47.5% |
| 1Y | -46.7% | +13.7% | -60.4% | -48.6% |
| 3Y | +44.3% | +119.3% | -74.9% | +7.0% |
| All | +77.4% | +78.8% | -1.4% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling