+11.8%
AZO vs INCY
+89.7%
-77.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -3.2% |
| 30D | -5.6% | +0.6% | -6.1% | -5.6% |
| 3M | -6.6% | +12.6% | -19.3% | -7.5% |
| 6M | -22.5% | +28.3% | -50.8% | -24.1% |
| YTD | -15.2% | +23.0% | -38.2% | -16.7% |
| 1Y | -33.9% | +41.0% | -74.9% | -35.8% |
| 3Y | +11.8% | +88.6% | -76.8% | +4.8% |
| All | +11.8% | +89.7% | -77.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling