+42.6%
AFRM vs INCY
+27.8%
+14.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -7.0% | +1.9% | -8.9% | -7.2% |
| 30D | -7.8% | +5.8% | -13.6% | -8.2% |
| 3M | +5.3% | +25.2% | -19.9% | +1.0% |
| 6M | +42.6% | +28.2% | +14.4% | +37.9% |
| All | +42.6% | +27.8% | +14.8% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling