+58.5%
AMAT vs INCY
+13.5%
+45.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +11.4% |
| 7D | -1.1% | +1.5% | -2.6% | -0.9% |
| 30D | -26.9% | +8.1% | -35.0% | -26.5% |
| 3M | -31.2% | +1.1% | -32.3% | -31.0% |
| 6M | -14.7% | +23.7% | -38.4% | -18.6% |
| YTD | +44.7% | +23.4% | +21.3% | +38.8% |
| All | +58.5% | +13.5% | +45.0% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling