+8,077.9%
AMD vs INCY
+14.6%
+8,063.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.5% | +14.2% | +14.5% |
| 7D | +6.5% | +2.3% | +4.2% | +5.9% |
| 30D | -15.3% | +6.7% | -21.9% | -17.4% |
| 3M | +9.7% | -1.0% | +10.8% | +9.6% |
| 6M | +13.2% | +22.1% | -8.9% | +2.4% |
| YTD | +140.6% | +21.8% | +118.8% | +116.6% |
| 1Y | +111.2% | +13.5% | +97.7% | +95.3% |
| 3Y | +334.4% | +129.4% | +205.0% | +187.0% |
| 5Y | +268.3% | +84.0% | +184.4% | +166.1% |
| 10Y | +8,077.9% | +14.9% | +8,063.0% | +6,364.8% |
| All | +8,077.9% | +14.6% | +8,063.4% | +6,364.8% |
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