+55.9%
INCY vs ABCL
-81.3%
+137.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | +5.8% | +93.1% | -87.3% | -0.2% |
| 3M | +25.2% | +79.4% | -54.2% | +18.3% |
| 6M | +28.2% | +214.9% | -186.7% | +15.2% |
| YTD | +28.3% | +234.2% | -205.9% | +14.3% |
| 1Y | +48.3% | +174.8% | -126.4% | +33.2% |
| 3Y | +95.9% | +104.5% | -8.5% | +73.2% |
| 5Y | +66.6% | -39.0% | +105.6% | +49.7% |
| All | +55.9% | -81.3% | +137.2% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling