+77.5%
INCY vs ADVB
-88.8%
+166.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.9% |
| 7D | -0.5% | -14.0% | +13.5% | -0.5% |
| 30D | +3.2% | +41.0% | -37.8% | +3.1% |
| 3M | +23.6% | +127.9% | -104.3% | +21.2% |
| 6M | +29.7% | +101.3% | -71.7% | +26.0% |
| YTD | +25.9% | +53.8% | -27.8% | +23.8% |
| 1Y | +43.7% | +4.4% | +39.3% | +42.6% |
| All | +77.5% | -88.8% | +166.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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