+127.8%
INCY vs ABCL
+182.2%
-54.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.3% | +0.8% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | +5.5% | -7.4% | +12.9% | +5.9% |
| 3M | +1.1% | +81.9% | -80.9% | -5.3% |
| 6M | +19.8% | +135.7% | -115.9% | +8.6% |
| YTD | +21.1% | +247.4% | -226.2% | +5.0% |
| 1Y | +13.7% | +162.3% | -148.5% | +0.8% |
| All | +127.8% | +182.2% | -54.4% | +90.1% |
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 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