+1,162.1%
AMAT vs INCY
+33.7%
+1,128.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | -14.7% | -0.6% | -14.1% | -14.5% |
| 30D | -36.1% | +5.5% | -41.6% | -37.3% |
| 3M | -36.9% | +1.1% | -37.9% | -37.4% |
| 6M | -22.2% | +19.8% | -42.0% | -28.1% |
| YTD | +29.9% | +21.1% | +8.8% | +19.3% |
| 1Y | +43.3% | +13.7% | +29.5% | +34.0% |
| 3Y | +142.7% | +119.3% | +23.4% | +73.6% |
| 5Y | +126.2% | +76.3% | +49.9% | +74.5% |
| All | +1,162.1% | +33.7% | +1,128.3% | +939.5% |
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