+65,669.6%
AXON vs INCY
+526.9%
+65,142.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -27.4% | +2.3% | -29.7% | -27.7% |
| 30D | -28.5% | +6.7% | -35.1% | -29.5% |
| 3M | -49.3% | -1.0% | -48.2% | -49.2% |
| 6M | -25.0% | +22.1% | -47.1% | -28.4% |
| YTD | -46.7% | +21.8% | -68.5% | -49.3% |
| 1Y | -48.3% | +13.5% | -61.8% | -50.1% |
| 3Y | +38.8% | +129.4% | -90.6% | +12.4% |
| 5Y | +77.7% | +84.0% | -6.3% | +50.9% |
| 10Y | +1,028.0% | +14.9% | +1,013.2% | +901.4% |
| All | +65,669.6% | +526.9% | +65,142.7% | +27,419.3% |
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