+95.5%
AMD vs INCY
+20.6%
+74.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +1.3% |
| 7D | -15.5% | +5.1% | -20.6% | -15.2% |
| 30D | -22.6% | +7.6% | -30.3% | -22.3% |
| 3M | -5.7% | +1.9% | -7.6% | -5.2% |
| 6M | +43.1% | +26.5% | +16.6% | +34.7% |
| YTD | +128.2% | +24.4% | +103.9% | +110.7% |
| 1Y | +95.5% | +19.4% | +76.1% | +83.3% |
| All | +95.5% | +20.6% | +74.9% | +83.3% |
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