+464.9%
AXP vs INCY
+51.3%
+413.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -4.3% | +3.2% | -7.5% | -5.0% |
| 3M | +4.7% | +23.6% | -18.9% | -0.4% |
| 6M | +9.0% | +29.7% | -20.7% | +2.3% |
| YTD | -11.1% | +25.9% | -37.1% | -16.3% |
| 1Y | +1.3% | +43.7% | -42.4% | -7.6% |
| 3Y | +114.5% | +94.4% | +20.0% | +79.6% |
| 5Y | +118.0% | +68.0% | +50.1% | +86.8% |
| 10Y | +464.9% | +52.5% | +412.4% | +322.1% |
| All | +464.9% | +51.3% | +413.6% | +322.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling