+56.2%
AG vs INCY
+69.3%
-13.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.6% |
| 7D | -6.7% | -4.2% | -2.6% | -5.9% |
| 30D | +2.2% | +0.6% | +1.6% | +2.2% |
| 3M | +15.7% | +12.6% | +3.0% | +12.9% |
| 6M | -23.8% | +28.3% | -52.1% | -27.8% |
| YTD | +17.6% | +23.0% | -5.3% | +12.2% |
| 1Y | +88.6% | +41.0% | +47.7% | +73.9% |
| 3Y | +253.4% | +88.6% | +164.8% | +193.9% |
| All | +56.2% | +69.3% | -13.1% | +32.9% |
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 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