+15,890.5%
IDXX vs INCY
+6,378.4%
+9,512.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -5.7% | -4.2% | -1.6% | -5.2% |
| 30D | -11.5% | +0.6% | -12.1% | -11.7% |
| 3M | -9.5% | +12.6% | -22.2% | -11.2% |
| 6M | -16.0% | +28.3% | -44.3% | -19.1% |
| YTD | -25.4% | +23.0% | -48.4% | -27.9% |
| 1Y | -21.8% | +41.0% | -62.7% | -25.8% |
| 3Y | +7.0% | +88.6% | -81.5% | -3.4% |
| 5Y | -26.0% | +70.8% | -96.8% | -32.4% |
| 10Y | +358.9% | +53.5% | +305.4% | +314.0% |
| All | +15,890.5% | +6,378.4% | +9,512.1% | +7,696.2% |
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