+6,370.3%
AMD vs INCY
+25.1%
+6,345.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.5% |
| 7D | -11.0% | -0.6% | -10.4% | -10.6% |
| 30D | -30.5% | +5.5% | -35.9% | -31.9% |
| 3M | -8.2% | +1.1% | -9.3% | -9.1% |
| 6M | +6.6% | +19.8% | -13.3% | -2.8% |
| YTD | +109.7% | +21.1% | +88.5% | +89.1% |
| 1Y | +88.9% | +13.7% | +75.2% | +74.5% |
| 3Y | +301.8% | +119.3% | +182.6% | +170.8% |
| 5Y | +229.4% | +76.3% | +153.0% | +142.1% |
| All | +6,370.3% | +25.1% | +6,345.3% | +5,003.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling