+72.6%
INCY vs ADVB
-96.8%
+169.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.6% | +23.0% | -0.6% |
| 7D | +1.1% | +27.8% | -26.7% | +1.1% |
| 30D | +8.4% | -50.8% | +59.2% | +8.4% |
| 3M | +0.4% | -70.5% | +70.9% | +0.4% |
| 6M | +22.4% | -46.7% | +69.2% | +20.5% |
| YTD | +22.5% | -56.7% | +79.2% | +20.4% |
| 1Y | +14.8% | -71.8% | +86.5% | +15.3% |
| All | +72.6% | -96.8% | +169.4% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling