+416.0%
AAOI vs INCY
+54.2%
+361.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -0.2% | -4.2% | +4.0% | +1.1% |
| 30D | -23.7% | +0.6% | -24.3% | -24.0% |
| 3M | -39.0% | +12.6% | -51.7% | -42.0% |
| 6M | -17.0% | +28.3% | -45.4% | -24.9% |
| YTD | +202.2% | +23.0% | +179.3% | +177.3% |
| 1Y | +292.4% | +41.0% | +251.4% | +241.9% |
| 3Y | +804.4% | +88.6% | +715.8% | +597.1% |
| 5Y | +1,318.0% | +70.8% | +1,247.2% | +1,015.3% |
| All | +416.0% | +54.2% | +361.8% | +323.2% |
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