-92.1%
AAOX vs INCY
+37.1%
-129.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +4.5% | -19.4% | -9.2% |
| 7D | -50.3% | +5.1% | -55.4% | -45.8% |
| 30D | -79.8% | +7.6% | -87.5% | -77.0% |
| 3M | -85.9% | +1.9% | -87.8% | -84.6% |
| 6M | -95.7% | +26.5% | -122.1% | -93.8% |
| All | -92.1% | +37.1% | -129.2% | -88.5% |
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