+14.1%
AGG vs INCY
+54.2%
-40.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | -1.1% | +0.6% | -1.7% | -1.2% |
| 3M | -1.9% | +12.6% | -14.6% | -2.1% |
| 6M | -1.7% | +28.3% | -30.0% | -2.1% |
| YTD | -1.3% | +23.0% | -24.3% | -1.7% |
| 1Y | -0.7% | +41.0% | -41.7% | -1.3% |
| 3Y | +12.5% | +88.6% | -76.1% | +11.2% |
| 5Y | -2.5% | +70.8% | -73.3% | -3.5% |
| All | +14.1% | +54.2% | -40.1% | +13.0% |
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 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