+117.0%
AXP vs INCY
+116.8%
+0.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +5.8% | +5.5% | +0.4% | +4.9% |
| 3M | -6.0% | +1.1% | -7.1% | -6.4% |
| 6M | +0.3% | +19.8% | -19.5% | -3.5% |
| YTD | -12.3% | +21.1% | -33.4% | -16.2% |
| 1Y | -11.2% | +13.7% | -25.0% | -14.2% |
| 3Y | +117.0% | +119.3% | -2.2% | +85.4% |
| All | +117.0% | +116.8% | +0.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling