+216.5%
AZN vs INCY
+54.2%
+162.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.6% | -4.2% | +2.6% | -0.7% |
| 30D | +1.1% | +0.6% | +0.5% | +0.9% |
| 3M | -12.1% | +12.6% | -24.8% | -14.4% |
| 6M | -17.1% | +28.3% | -45.5% | -21.4% |
| YTD | -12.0% | +23.0% | -35.0% | -16.0% |
| 1Y | -0.2% | +41.0% | -41.2% | -7.5% |
| 3Y | +26.8% | +88.6% | -61.8% | +9.2% |
| 5Y | +56.9% | +70.8% | -13.9% | +36.5% |
| All | +216.5% | +54.2% | +162.3% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling