+40.2%
AMC vs INCY
+20.6%
+19.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.8% | +5.8% |
| 7D | +17.7% | +5.1% | +12.6% | +15.8% |
| 30D | +26.2% | +7.6% | +18.5% | +23.1% |
| 3M | +31.3% | +1.9% | +29.5% | +31.1% |
| 6M | +142.8% | +26.5% | +116.3% | +128.3% |
| YTD | +125.6% | +24.4% | +101.3% | +116.9% |
| 1Y | +40.2% | +19.4% | +20.9% | +36.1% |
| All | +40.2% | +20.6% | +19.6% | +36.1% |
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