+31.5%
AEM vs INCY
+41.2%
-9.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.0% |
| 7D | -2.1% | -4.2% | +2.0% | -1.6% |
| 30D | +8.4% | +0.6% | +7.9% | +8.6% |
| 3M | +27.3% | +12.6% | +14.6% | +26.0% |
| 6M | -9.7% | +28.3% | -38.0% | -12.7% |
| YTD | +19.0% | +23.0% | -4.0% | +14.1% |
| 1Y | +31.5% | +41.0% | -9.5% | +24.9% |
| All | +31.5% | +41.2% | -9.8% | +24.9% |
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