-70.2%
AAOX vs INCY
+37.5%
-107.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.2% | -6.3% | -10.5% |
| 7D | +5.4% | -3.7% | +9.1% | +1.9% |
| 30D | -47.7% | +1.8% | -49.6% | -46.3% |
| 3M | -78.6% | +17.0% | -95.6% | -75.6% |
| All | -70.2% | +37.5% | -107.8% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling