+1,982.4%
AXTI vs INCY
+45.3%
+1,937.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +9.8% |
| 7D | +5.1% | +1.9% | +3.2% | +4.9% |
| 30D | -10.2% | +5.8% | -16.0% | -10.5% |
| 3M | -41.8% | +25.2% | -67.0% | -47.1% |
| 6M | +57.5% | +28.2% | +29.3% | +41.2% |
| YTD | +277.0% | +28.3% | +248.7% | +249.4% |
| 1Y | +1,982.4% | +48.3% | +1,934.1% | +1,719.9% |
| All | +1,982.4% | +45.3% | +1,937.2% | +1,719.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling