+12.4%
AA vs INCY
+69.9%
-57.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | -1.6% | +3.7% | -5.2% | -2.5% |
| 3M | -29.8% | +22.1% | -51.9% | -33.7% |
| 6M | -16.6% | +29.8% | -46.4% | -23.0% |
| YTD | -4.0% | +27.6% | -31.6% | -11.2% |
| 1Y | +63.5% | +47.2% | +16.3% | +43.7% |
| 3Y | +86.8% | +97.0% | -10.2% | +43.5% |
| 5Y | +12.4% | +73.4% | -61.0% | -12.1% |
| All | +12.4% | +69.9% | -57.5% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling