+6,532.3%
AXP vs INCY
+6,660.0%
-127.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | -6.5% | +5.8% | -12.3% | -7.3% |
| 3M | +4.6% | +25.2% | -20.6% | +1.3% |
| 6M | +5.4% | +28.2% | -22.8% | +1.6% |
| YTD | -11.1% | +28.3% | -39.4% | -14.5% |
| 1Y | -0.3% | +48.3% | -48.7% | -6.1% |
| 3Y | +111.6% | +95.9% | +15.6% | +90.3% |
| 5Y | +117.6% | +66.6% | +51.0% | +98.8% |
| 10Y | +474.1% | +54.5% | +419.6% | +412.1% |
| All | +6,532.3% | +6,660.0% | -127.7% | +2,932.0% |
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