-22.9%
AFRM vs INCY
+45.9%
-68.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.7% | -5.6% |
| 7D | -8.0% | -2.2% | -5.8% | -7.8% |
| 30D | -9.8% | +3.7% | -13.5% | -10.1% |
| 3M | +4.7% | +22.1% | -17.4% | +2.1% |
| 6M | +34.1% | +29.8% | +4.4% | +28.8% |
| YTD | -8.4% | +27.6% | -36.0% | -12.3% |
| 1Y | -22.9% | +47.2% | -70.1% | -28.8% |
| All | -22.9% | +45.9% | -68.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling