+176.9%
AXON vs INCY
+67.2%
+109.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -11.5% | +3.2% | -14.7% | -12.1% |
| 3M | +7.3% | +23.6% | -16.3% | +2.5% |
| 6M | -11.9% | +29.7% | -41.6% | -17.0% |
| YTD | -11.0% | +25.9% | -37.0% | -15.9% |
| 1Y | -31.8% | +43.7% | -75.5% | -37.8% |
| 3Y | +135.4% | +94.4% | +41.0% | +90.4% |
| 5Y | +176.9% | +68.0% | +108.9% | +134.6% |
| All | +176.9% | +67.2% | +109.7% | +134.6% |
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