+628.3%
AGNC vs INCY
+1,081.6%
-453.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.2% |
| 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% | -1.7% |
| YTD | +3.4% | +23.0% | -19.5% | +0.3% |
| 1Y | +13.6% | +41.0% | -27.4% | +8.0% |
| 3Y | +60.4% | +88.6% | -28.2% | +45.2% |
| 5Y | +27.0% | +70.8% | -43.8% | +15.9% |
| 10Y | +83.1% | +53.5% | +29.6% | +62.1% |
| All | +628.3% | +1,081.6% | -453.3% | +297.8% |
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 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