+61.6%
AG vs INCY
+54.2%
+7.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.7% |
| 7D | -6.7% | -4.2% | -2.6% | -6.1% |
| 30D | +2.2% | +0.6% | +1.6% | +2.2% |
| 3M | +15.7% | +12.6% | +3.0% | +13.6% |
| 6M | -23.8% | +28.3% | -52.1% | -26.7% |
| YTD | +17.6% | +23.0% | -5.3% | +13.7% |
| 1Y | +88.6% | +41.0% | +47.7% | +78.2% |
| 3Y | +253.4% | +88.6% | +164.8% | +214.0% |
| 5Y | +62.4% | +70.8% | -8.4% | +46.5% |
| All | +61.6% | +54.2% | +7.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling