-29.4%
AFRM vs INCY
+29.2%
-58.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.0% |
| 7D | -7.5% | +1.5% | -9.1% | -8.1% |
| 30D | -15.7% | +8.1% | -23.8% | -18.9% |
| 3M | -9.6% | +1.1% | -10.7% | -10.5% |
| 6M | +6.3% | +23.7% | -17.4% | -6.9% |
| YTD | -8.6% | +23.4% | -32.0% | -20.9% |
| 1Y | -7.6% | +15.0% | -22.6% | -17.1% |
| 3Y | +173.7% | +132.1% | +41.6% | +40.7% |
| 5Y | -56.9% | +83.2% | -140.1% | -70.5% |
| All | -29.4% | +29.2% | -58.6% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling