-31.7%
AFRM vs INCY
+29.0%
-60.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.7% |
| 7D | -5.5% | +3.1% | -8.6% | -6.9% |
| 30D | -15.5% | +12.0% | -27.5% | -20.1% |
| 3M | -10.3% | +0.8% | -11.1% | -11.0% |
| 6M | +0.6% | +22.8% | -22.1% | -11.5% |
| YTD | -11.5% | +23.2% | -34.8% | -23.3% |
| 1Y | -16.6% | +12.4% | -29.0% | -24.1% |
| 3Y | +193.5% | +132.1% | +61.5% | +50.9% |
| 5Y | -55.8% | +85.5% | -141.3% | -69.9% |
| All | -31.7% | +29.0% | -60.7% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling