-42.7%
ACHR vs INCY
+42.4%
-85.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +9.8% | +5.8% | +4.0% | +8.0% |
| 3M | -10.5% | +25.2% | -35.7% | -17.5% |
| 6M | -15.5% | +28.2% | -43.7% | -22.9% |
| YTD | -24.1% | +28.3% | -52.4% | -30.7% |
| 1Y | -32.4% | +48.3% | -80.8% | -41.6% |
| 3Y | -11.6% | +95.9% | -107.5% | -33.1% |
| 5Y | -42.9% | +66.6% | -109.5% | -55.5% |
| All | -42.7% | +42.4% | -85.1% | -55.7% |
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 · 6 months rolling