-10.9%
AMC vs INCY
+46.9%
-57.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.2% |
| 7D | -6.8% | -2.2% | -4.6% | -6.3% |
| 30D | +1.7% | +3.7% | -2.0% | +0.9% |
| 3M | +26.8% | +22.1% | +4.7% | +21.1% |
| 6M | +117.7% | +29.8% | +87.9% | +105.6% |
| YTD | +57.7% | +27.6% | +30.1% | +51.5% |
| All | -10.9% | +46.9% | -57.8% | -13.2% |
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 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