-58.3%
AFRM vs INCY
+75.2%
-133.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -3.0% |
| 7D | -7.3% | -0.6% | -6.7% | -6.9% |
| 30D | -9.6% | +5.5% | -15.0% | -12.1% |
| 3M | -11.1% | +1.1% | -12.1% | -12.1% |
| 6M | +3.9% | +19.8% | -16.0% | -8.5% |
| YTD | -8.5% | +21.1% | -29.6% | -21.1% |
| 1Y | +3.3% | +13.7% | -10.5% | -7.7% |
| 3Y | +213.7% | +119.3% | +94.5% | +48.0% |
| All | -58.3% | +75.2% | -133.5% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling