+6,447.4%
AXP vs INCY
+6,281.3%
+166.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | -6.0% | +1.1% | -7.1% | -6.3% |
| 6M | +0.3% | +19.8% | -19.5% | -2.5% |
| YTD | -12.3% | +21.1% | -33.4% | -15.0% |
| 1Y | -11.2% | +13.7% | -25.0% | -13.4% |
| 3Y | +117.0% | +119.3% | -2.2% | +92.1% |
| 5Y | +93.2% | +76.3% | +16.9% | +75.4% |
| 10Y | +461.2% | +36.6% | +424.5% | +408.4% |
| All | +6,447.4% | +6,281.3% | +166.0% | +2,912.5% |
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