+5,263.7%
AGI vs INCY
+3,504.7%
+1,759.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -5.4% | -3.7% | -1.7% | -5.1% |
| 30D | +6.6% | +1.8% | +4.8% | +6.5% |
| 3M | +8.2% | +17.0% | -8.8% | +6.9% |
| 6M | -29.3% | +28.4% | -57.7% | -30.6% |
| YTD | -7.4% | +24.8% | -32.2% | -8.9% |
| 1Y | +7.9% | +42.9% | -35.0% | +5.0% |
| 3Y | +206.2% | +92.7% | +113.5% | +190.1% |
| 5Y | +397.6% | +73.3% | +324.3% | +373.4% |
| 10Y | +383.4% | +55.8% | +327.6% | +354.5% |
| All | +5,263.7% | +3,504.7% | +1,759.0% | +3,390.6% |
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