-25.2%
AFRM vs INCY
+31.9%
-57.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.6% |
| 7D | +3.1% | -0.5% | +3.5% | +3.4% |
| 30D | -4.2% | +3.2% | -7.4% | -5.8% |
| 3M | +10.1% | +23.6% | -13.5% | -2.7% |
| 6M | +39.4% | +29.7% | +9.8% | +19.6% |
| YTD | -3.2% | +25.9% | -29.1% | -16.7% |
| 1Y | -16.1% | +43.7% | -59.8% | -34.1% |
| 3Y | +220.8% | +94.4% | +126.3% | +92.7% |
| 5Y | -17.7% | +68.0% | -85.6% | -42.7% |
| All | -25.2% | +31.9% | -57.1% | -42.2% |
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