+234.0%
AMD vs INCY
+43.8%
+190.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +5.9% |
| 7D | +10.0% | -0.5% | +10.5% | +10.0% |
| 30D | +4.6% | +3.2% | +1.4% | +4.5% |
| 3M | +3.1% | +23.6% | -20.5% | -1.3% |
| 6M | +162.8% | +29.7% | +133.2% | +146.7% |
| YTD | +136.2% | +25.9% | +110.2% | +122.1% |
| 1Y | +234.0% | +43.7% | +190.3% | +215.6% |
| All | +234.0% | +43.8% | +190.2% | +215.6% |
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