+57.4%
AA vs INCY
+43.7%
+13.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.7% |
| 7D | -5.4% | -3.7% | -1.7% | -5.2% |
| 30D | -10.7% | +1.8% | -12.5% | -10.7% |
| 3M | -26.2% | +17.0% | -43.1% | -26.2% |
| 6M | -20.9% | +28.4% | -49.3% | -21.1% |
| YTD | -8.6% | +24.8% | -33.5% | -8.3% |
| 1Y | +57.4% | +42.9% | +14.5% | +63.9% |
| All | +57.4% | +43.7% | +13.7% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling