+117.1%
AA vs INCY
+56.5%
+60.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.2% |
| 7D | -5.4% | -3.7% | -1.7% | -4.5% |
| 30D | -10.7% | +1.8% | -12.5% | -11.1% |
| 3M | -26.2% | +17.0% | -43.1% | -29.3% |
| 6M | -20.9% | +28.4% | -49.3% | -26.5% |
| YTD | -8.6% | +24.8% | -33.5% | -14.7% |
| 1Y | +57.4% | +42.9% | +14.5% | +41.1% |
| 3Y | +77.8% | +92.7% | -14.9% | +43.5% |
| 5Y | +2.7% | +73.3% | -70.7% | -15.2% |
| All | +117.1% | +56.5% | +60.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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