+38.2%
AMC vs INCY
+13.5%
+24.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.5% |
| 7D | +6.6% | +1.5% | +5.0% | +6.3% |
| 30D | +14.1% | +8.1% | +6.0% | +11.4% |
| 3M | +31.3% | +1.1% | +30.2% | +31.7% |
| 6M | +126.7% | +23.7% | +103.0% | +114.5% |
| YTD | +117.9% | +23.4% | +94.5% | +109.7% |
| All | +38.2% | +13.5% | +24.7% | +34.7% |
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