+12.9%
INCY vs ADVB
-73.1%
+86.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.0% | -8.3% | +1.8% |
| 7D | -0.5% | +10.5% | -10.9% | -0.3% |
| 30D | +9.8% | -56.0% | +65.8% | +8.3% |
| 3M | +1.0% | -70.1% | +71.1% | -1.0% |
| 6M | +21.9% | -53.7% | +75.6% | +21.0% |
| YTD | +23.8% | -60.3% | +84.1% | +24.5% |
| All | +12.9% | -73.1% | +86.0% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling