+7.0%
IDXX vs INCY
+89.7%
-82.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -5.7% | -4.2% | -1.6% | -4.7% |
| 30D | -11.5% | +0.6% | -12.1% | -11.8% |
| 3M | -9.5% | +12.6% | -22.2% | -12.6% |
| 6M | -16.0% | +28.3% | -44.3% | -21.9% |
| YTD | -25.4% | +23.0% | -48.4% | -30.2% |
| 1Y | -21.8% | +41.0% | -62.7% | -29.3% |
| 3Y | +7.0% | +88.6% | -81.5% | -12.4% |
| All | +7.0% | +89.7% | -82.7% | -12.4% |
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