+99.8%
INCY vs ABCL
+109.3%
-9.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +5.8% | +93.1% | -87.3% | -1.2% |
| 3M | +25.2% | +79.4% | -54.2% | +17.2% |
| 6M | +28.2% | +214.9% | -186.7% | +12.8% |
| YTD | +28.3% | +234.2% | -205.9% | +11.7% |
| 1Y | +48.3% | +174.8% | -126.4% | +30.0% |
| All | +99.8% | +109.3% | -9.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling