+508.9%
AXTI vs INCY
+577.8%
-68.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -3.9% | -5.6% |
| 7D | +15.1% | -3.7% | +18.8% | +16.0% |
| 30D | -12.3% | +1.8% | -14.1% | -12.7% |
| 3M | -24.1% | +17.0% | -41.1% | -27.6% |
| 6M | +46.0% | +28.4% | +17.7% | +36.0% |
| YTD | +295.7% | +24.8% | +270.9% | +272.3% |
| 1Y | +1,825.6% | +42.9% | +1,782.7% | +1,652.6% |
| 3Y | +2,630.0% | +92.7% | +2,537.3% | +2,184.2% |
| 5Y | +601.0% | +73.3% | +527.6% | +494.1% |
| 10Y | +1,459.0% | +55.8% | +1,403.2% | +1,188.9% |
| All | +508.9% | +577.8% | -68.9% | +128.8% |
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