+49.9%
INCY vs ABCL
-79.5%
+129.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.5% |
| 7D | +1.5% | +12.4% | -10.9% | +0.6% |
| 30D | +8.1% | -0.4% | +8.4% | +7.8% |
| 3M | +1.1% | +80.4% | -79.3% | -4.4% |
| 6M | +23.7% | +138.5% | -114.9% | +13.4% |
| YTD | +23.4% | +265.5% | -242.1% | +8.8% |
| 1Y | +15.0% | +219.7% | -204.7% | +2.3% |
| 3Y | +132.1% | +209.4% | -77.3% | +99.1% |
| 5Y | +83.2% | -15.0% | +98.2% | +63.0% |
| All | +49.9% | -79.5% | +129.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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