+182.2%
AMAT vs INCY
+46.6%
+135.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | +1.9% | -3.4% | -1.6% |
| 30D | -14.8% | +5.8% | -20.6% | -15.1% |
| 3M | -9.3% | +25.2% | -34.5% | -13.4% |
| 6M | +27.4% | +28.2% | -0.8% | +20.3% |
| YTD | +77.6% | +28.3% | +49.2% | +68.2% |
| All | +182.2% | +46.6% | +135.6% | +154.1% |
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