-65.3%
AAOX vs INCY
+38.8%
-104.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.9% | +13.0% | +9.4% |
| 7D | +15.2% | -0.5% | +15.7% | +14.9% |
| 30D | -40.3% | +3.2% | -43.5% | -37.9% |
| 3M | -81.2% | +23.6% | -104.8% | -77.0% |
| All | -65.3% | +38.8% | -104.1% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling