+384.7%
AGI vs INCY
+69.3%
+315.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -2.7% | -4.2% | +1.4% | -2.5% |
| 30D | +7.2% | +0.6% | +6.7% | +7.3% |
| 3M | +4.3% | +12.6% | -8.4% | +3.7% |
| 6M | -27.1% | +28.3% | -55.4% | -28.3% |
| YTD | -6.6% | +23.0% | -29.6% | -8.0% |
| 1Y | +9.5% | +41.0% | -31.4% | +6.8% |
| 3Y | +208.4% | +88.6% | +119.9% | +191.7% |
| All | +384.7% | +69.3% | +315.4% | +363.4% |
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