+33.4%
AG vs INCY
+20.6%
+12.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.5% | +4.7% | +8.0% |
| 7D | -2.6% | +5.1% | -7.7% | -3.8% |
| 30D | -12.1% | +7.6% | -19.7% | -13.7% |
| 3M | -6.6% | +1.9% | -8.5% | -6.5% |
| 6M | -20.5% | +26.5% | -46.9% | -23.8% |
| YTD | -7.4% | +24.4% | -31.8% | -12.1% |
| 1Y | +33.4% | +19.4% | +14.0% | +28.5% |
| All | +33.4% | +20.6% | +12.8% | +28.5% |
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 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