+80.6%
AGNC vs INCY
+54.2%
+26.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | -5.7% | +0.6% | -6.3% | -5.8% |
| 3M | +1.9% | +12.6% | -10.8% | -0.1% |
| 6M | +1.8% | +28.3% | -26.5% | -2.1% |
| YTD | +3.4% | +23.0% | -19.5% | -0.1% |
| 1Y | +13.6% | +41.0% | -27.4% | +7.3% |
| 3Y | +60.4% | +88.6% | -28.2% | +43.4% |
| 5Y | +27.0% | +70.8% | -43.8% | +14.6% |
| All | +80.6% | +54.2% | +26.4% | +58.8% |
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