+8,371.4%
AFL vs INCY
+6,534.7%
+1,836.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.5% |
| 7D | -0.7% | -0.5% | -0.3% | -0.7% |
| 30D | -7.1% | +3.2% | -10.3% | -7.5% |
| 3M | +0.4% | +23.6% | -23.2% | -2.0% |
| 6M | +4.5% | +29.7% | -25.1% | +1.4% |
| YTD | +6.1% | +25.9% | -19.9% | +3.0% |
| 1Y | +10.6% | +43.7% | -33.2% | +5.7% |
| 3Y | +64.0% | +94.4% | -30.4% | +50.2% |
| 5Y | +133.7% | +68.0% | +65.8% | +116.5% |
| 10Y | +298.0% | +52.5% | +245.5% | +260.9% |
| All | +8,371.4% | +6,534.7% | +1,836.7% | +4,768.4% |
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