-2.6%
AMC vs INCY
+45.3%
-47.8%
-69.8%
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% | +4.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | -0.7% | +5.8% | -6.6% | -1.9% |
| 3M | +35.2% | +25.2% | +10.0% | +28.4% |
| 6M | +124.6% | +28.2% | +96.4% | +112.5% |
| YTD | +69.9% | +28.3% | +41.5% | +63.0% |
| 1Y | -2.6% | +48.3% | -50.9% | -5.7% |
| All | -2.6% | +45.3% | -47.8% | -5.7% |
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 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