+53.0%
INCY vs ABCL
-81.2%
+134.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +3.2% | +65.1% | -61.9% | -1.4% |
| 3M | +23.6% | +111.1% | -87.5% | +15.4% |
| 6M | +29.7% | +231.6% | -201.9% | +16.1% |
| YTD | +25.9% | +234.5% | -208.6% | +12.2% |
| 1Y | +43.7% | +174.3% | -130.6% | +29.0% |
| 3Y | +94.4% | +111.5% | -17.0% | +71.5% |
| 5Y | +68.0% | -37.3% | +105.3% | +51.0% |
| All | +53.0% | -81.2% | +134.3% | +33.2% |
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