+301.8%
AMD vs INCY
+116.8%
+185.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.8% |
| 7D | -11.0% | -0.6% | -10.4% | -10.8% |
| 30D | -30.5% | +5.5% | -35.9% | -31.0% |
| 3M | -8.2% | +1.1% | -9.3% | -8.5% |
| 6M | +6.6% | +19.8% | -13.3% | +1.2% |
| YTD | +109.7% | +21.1% | +88.5% | +97.6% |
| 1Y | +88.9% | +13.7% | +75.2% | +80.6% |
| 3Y | +301.8% | +119.3% | +182.6% | +228.0% |
| All | +301.8% | +116.8% | +185.1% | +228.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling