+33,358.2%
AMAT vs INCY
+6,660.0%
+26,698.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | -14.8% | +5.8% | -20.6% | -15.8% |
| 3M | -9.3% | +25.2% | -34.5% | -13.8% |
| 6M | +27.4% | +28.2% | -0.8% | +20.4% |
| YTD | +77.6% | +28.3% | +49.2% | +67.6% |
| 1Y | +188.9% | +48.3% | +140.6% | +164.5% |
| 3Y | +202.3% | +95.9% | +106.4% | +157.6% |
| 5Y | +248.9% | +66.6% | +182.3% | +205.5% |
| 10Y | +1,585.2% | +54.5% | +1,530.7% | +1,352.3% |
| All | +33,358.2% | +6,660.0% | +26,698.2% | +9,447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling