-71.3%
AMC vs INCY
+116.8%
-188.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.3% |
| 7D | +2.6% | -0.6% | +3.2% | +3.1% |
| 30D | +9.0% | +5.5% | +3.6% | +6.7% |
| 3M | +22.2% | +1.1% | +21.1% | +22.0% |
| 6M | +91.5% | +19.8% | +71.6% | +76.4% |
| YTD | +101.3% | +21.1% | +80.1% | +84.2% |
| 1Y | +20.8% | +13.7% | +7.0% | +13.2% |
| 3Y | -71.3% | +119.3% | -190.6% | -87.8% |
| All | -71.3% | +116.8% | -188.1% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling