-98.1%
AMC vs INCY
+166.7%
-264.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | -0.7% | +5.8% | -6.6% | -1.7% |
| 3M | +35.2% | +25.2% | +10.0% | +30.1% |
| 6M | +124.6% | +28.2% | +96.4% | +115.0% |
| YTD | +69.9% | +28.3% | +41.5% | +62.6% |
| 1Y | -2.6% | +48.3% | -50.9% | -9.2% |
| 3Y | -79.8% | +95.9% | -175.7% | -82.3% |
| 5Y | -99.4% | +66.6% | -166.0% | -99.5% |
| 10Y | -98.9% | +54.5% | -153.4% | -99.1% |
| All | -98.1% | +166.7% | -264.8% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling