+97.6%
AGG vs INCY
+2,681.7%
-2,584.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | -0.2% | +3.7% | -3.9% | -0.2% |
| 3M | -0.7% | +22.1% | -22.8% | -0.7% |
| 6M | -1.8% | +29.8% | -31.5% | -1.8% |
| YTD | -0.6% | +27.6% | -28.2% | -0.6% |
| 1Y | +0.4% | +47.2% | -46.8% | +0.3% |
| 3Y | +13.2% | +97.0% | -83.8% | +13.1% |
| 5Y | -2.0% | +73.4% | -75.3% | -2.0% |
| 10Y | +15.1% | +59.2% | -44.2% | +15.1% |
| All | +97.6% | +2,681.7% | -2,584.0% | +99.1% |
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