+65,808.7%
AXON vs INCY
+535.2%
+65,273.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.5% |
| 7D | -28.7% | +1.5% | -30.3% | -29.0% |
| 30D | -28.3% | +8.1% | -36.4% | -29.5% |
| 3M | -46.9% | +1.1% | -48.0% | -47.1% |
| 6M | -24.9% | +23.7% | -48.5% | -28.4% |
| YTD | -46.6% | +23.4% | -70.0% | -49.3% |
| 1Y | -49.7% | +15.0% | -64.7% | -51.6% |
| 3Y | +40.6% | +132.1% | -91.5% | +13.6% |
| 5Y | +71.9% | +83.2% | -11.3% | +46.1% |
| 10Y | +1,180.9% | +17.1% | +1,163.8% | +1,032.8% |
| All | +65,808.7% | +535.2% | +65,273.5% | +27,401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling