+35.8%
AMC vs INCY
+12.6%
+23.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | +8.4% | +3.1% | +5.3% | +7.2% |
| 30D | +9.2% | +12.0% | -2.9% | +5.2% |
| 3M | +32.0% | +0.8% | +31.2% | +32.6% |
| 6M | +149.3% | +22.8% | +126.5% | +136.4% |
| YTD | +114.1% | +23.2% | +90.9% | +105.9% |
| 1Y | +35.8% | +12.4% | +23.4% | +31.6% |
| All | +35.8% | +12.6% | +23.1% | +31.6% |
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