+34.8%
AIG vs INCY
+89.7%
-54.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -1.2% | -4.2% | +3.0% | -0.8% |
| 30D | -1.1% | +0.6% | -1.6% | -1.2% |
| 3M | +0.7% | +12.6% | -12.0% | -0.6% |
| 6M | -2.2% | +28.3% | -30.5% | -4.5% |
| YTD | -10.8% | +23.0% | -33.8% | -12.9% |
| 1Y | -2.0% | +41.0% | -43.0% | -6.0% |
| 3Y | +34.8% | +88.6% | -53.8% | +23.0% |
| All | +34.8% | +89.7% | -54.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling