+330.6%
AEM vs INCY
+92.5%
+238.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.8% |
| 7D | -5.0% | -3.7% | -1.4% | -4.9% |
| 30D | +8.5% | +1.8% | +6.6% | +8.5% |
| 3M | +29.3% | +17.0% | +12.3% | +28.5% |
| 6M | -12.9% | +28.4% | -41.3% | -14.0% |
| YTD | +16.8% | +24.8% | -8.0% | +15.3% |
| 1Y | +29.8% | +42.9% | -13.1% | +27.9% |
| All | +330.6% | +92.5% | +238.1% | +312.3% |
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 · 6 months rolling