+41.6%
AA vs INCY
+15.3%
+26.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -0.6% | +8.4% | -9.0% | -2.6% |
| 3M | -19.7% | +0.4% | -20.0% | -19.8% |
| 6M | -41.6% | +22.4% | -64.0% | -44.8% |
| YTD | -24.6% | +22.5% | -47.1% | -29.2% |
| 1Y | +4.9% | +14.8% | -9.9% | +0.1% |
| 3Y | +66.8% | +127.7% | -60.9% | +29.7% |
| 5Y | -19.4% | +84.4% | -103.8% | -33.7% |
| All | +41.6% | +15.3% | +26.2% | +13.3% |
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