-29.2%
AGI vs INCY
+26.4%
-55.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.3% |
| 7D | -5.3% | -3.7% | -1.6% | -5.2% |
| 30D | +6.8% | +1.8% | +4.9% | +7.1% |
| 3M | +8.3% | +17.0% | -8.7% | +12.2% |
| 6M | -29.2% | +28.4% | -57.6% | -28.4% |
| All | -29.2% | +26.4% | -55.6% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling