+439.9%
AG vs INCY
+2,242.7%
-1,802.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +12.9% | +3.2% | +9.7% | +12.3% |
| 3M | +20.9% | +23.6% | -2.7% | +16.1% |
| 6M | -19.5% | +29.7% | -49.2% | -23.5% |
| YTD | +24.8% | +25.9% | -1.2% | +19.1% |
| 1Y | +120.2% | +43.7% | +76.5% | +104.5% |
| 3Y | +279.0% | +94.4% | +184.6% | +227.1% |
| 5Y | +67.9% | +68.0% | -0.1% | +48.3% |
| 10Y | +57.5% | +52.5% | +5.0% | +32.4% |
| All | +439.9% | +2,242.7% | -1,802.8% | +81.0% |
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