+8.2%
AJG vs INCY
+89.7%
-81.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.1% |
| 7D | -8.3% | -4.2% | -4.1% | -8.0% |
| 30D | -5.7% | +0.6% | -6.3% | -5.7% |
| 3M | +9.1% | +12.6% | -3.6% | +8.5% |
| 6M | +15.2% | +28.3% | -13.1% | +14.2% |
| YTD | -6.3% | +23.0% | -29.3% | -7.0% |
| 1Y | -19.1% | +41.0% | -60.1% | -20.2% |
| 3Y | +8.2% | +88.6% | -80.4% | +3.7% |
| All | +8.2% | +89.7% | -81.5% | +3.7% |
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