-16.6%
AFRM vs INCY
+12.6%
-29.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.9% |
| 7D | -5.5% | +3.1% | -8.6% | -5.8% |
| 30D | -15.5% | +12.0% | -27.5% | -16.0% |
| 3M | -10.3% | +0.8% | -11.1% | -10.2% |
| 6M | +0.6% | +22.8% | -22.1% | -1.2% |
| YTD | -11.5% | +23.2% | -34.8% | -14.5% |
| 1Y | -16.6% | +12.4% | -29.0% | -16.0% |
| All | -16.6% | +12.6% | -29.2% | -16.0% |
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