-98.9%
AMC vs INCY
+51.3%
-150.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -1.2% | +3.2% | -4.3% | -1.7% |
| 3M | +42.2% | +23.6% | +18.6% | +37.0% |
| 6M | +118.8% | +29.7% | +89.1% | +108.9% |
| YTD | +64.1% | +25.9% | +38.2% | +57.4% |
| 1Y | -9.5% | +43.7% | -53.3% | -15.4% |
| 3Y | -64.3% | +94.4% | -158.8% | -69.0% |
| 5Y | -99.5% | +68.0% | -167.4% | -99.5% |
| 10Y | -98.9% | +52.5% | -151.5% | -99.2% |
| All | -98.9% | +51.3% | -150.3% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling