+459.5%
AJG vs INCY
+54.2%
+405.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.0% |
| 7D | -8.3% | -4.2% | -4.1% | -7.7% |
| 30D | -5.7% | +0.6% | -6.3% | -5.8% |
| 3M | +9.1% | +12.6% | -3.6% | +7.1% |
| 6M | +15.2% | +28.3% | -13.1% | +10.9% |
| YTD | -6.3% | +23.0% | -29.3% | -9.5% |
| 1Y | -19.1% | +41.0% | -60.1% | -23.6% |
| 3Y | +8.2% | +88.6% | -80.4% | -4.1% |
| 5Y | +75.6% | +70.8% | +4.8% | +57.2% |
| All | +459.5% | +54.2% | +405.3% | +374.2% |
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