-97.5%
AMC vs INCY
+156.5%
-254.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.0% |
| 7D | +6.6% | +1.5% | +5.0% | +6.4% |
| 30D | +14.1% | +8.1% | +6.0% | +12.7% |
| 3M | +31.3% | +1.1% | +30.2% | +31.2% |
| 6M | +126.7% | +23.7% | +103.0% | +118.5% |
| YTD | +117.9% | +23.4% | +94.5% | +110.3% |
| 1Y | +41.1% | +15.0% | +26.1% | +37.4% |
| 3Y | -61.0% | +132.1% | -193.0% | -66.4% |
| 5Y | -99.1% | +83.2% | -182.4% | -99.2% |
| 10Y | -98.7% | +17.1% | -115.7% | -98.9% |
| All | -97.5% | +156.5% | -254.0% | -98.1% |
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