-29.3%
AFRM vs INCY
+33.6%
-62.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.7% | -6.1% |
| 7D | -8.0% | -2.2% | -5.8% | -7.0% |
| 30D | -9.8% | +3.7% | -13.5% | -11.5% |
| 3M | +4.7% | +22.1% | -17.4% | -6.8% |
| 6M | +34.1% | +29.8% | +4.4% | +15.0% |
| YTD | -8.4% | +27.6% | -36.0% | -21.8% |
| 1Y | -22.9% | +47.2% | -70.1% | -40.3% |
| 3Y | +203.3% | +97.0% | +106.3% | +80.9% |
| 5Y | -26.0% | +73.4% | -99.3% | -49.4% |
| All | -29.3% | +33.6% | -62.8% | -45.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling