+13.0%
AMCR vs INCY
+45.3%
-32.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | -4.1% | +5.8% | -9.9% | -5.2% |
| 3M | +21.7% | +25.2% | -3.5% | +17.2% |
| 6M | +1.5% | +28.2% | -26.7% | -3.3% |
| YTD | +13.1% | +28.3% | -15.2% | +7.0% |
| 1Y | +13.0% | +48.3% | -35.4% | +5.2% |
| All | +13.0% | +45.3% | -32.3% | +5.2% |
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