+97.2%
AMCR vs INCY
+448.1%
-350.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -6.3% | -2.2% | -4.1% | -6.1% |
| 30D | -7.1% | +3.7% | -10.8% | -7.4% |
| 3M | +12.7% | +22.1% | -9.4% | +11.1% |
| 6M | +5.2% | +29.8% | -24.6% | +3.3% |
| YTD | +8.1% | +27.6% | -19.5% | +6.1% |
| 1Y | +11.7% | +47.2% | -35.5% | +8.7% |
| 3Y | +9.9% | +97.0% | -87.0% | +4.5% |
| 5Y | -8.7% | +73.4% | -82.0% | -12.7% |
| 10Y | +16.8% | +59.2% | -42.4% | +11.2% |
| All | +97.2% | +448.1% | -350.9% | +78.0% |
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