+133.7%
AFL vs INCY
+69.3%
+64.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.6% | -4.2% | +2.5% | -1.0% |
| 30D | -4.0% | +0.6% | -4.6% | -4.2% |
| 3M | -0.5% | +12.6% | -13.2% | -2.5% |
| 6M | +6.5% | +28.3% | -21.8% | +2.3% |
| YTD | +6.2% | +23.0% | -16.8% | +2.2% |
| 1Y | +8.3% | +41.0% | -32.7% | +1.7% |
| 3Y | +62.5% | +88.6% | -26.0% | +43.5% |
| All | +133.7% | +69.3% | +64.5% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling