+357.3%
AMD vs INCY
+132.2%
+225.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.7% |
| 7D | +18.9% | +1.1% | +17.8% | +18.8% |
| 30D | -6.4% | +8.4% | -14.9% | -7.5% |
| 3M | +10.6% | +0.4% | +10.2% | +10.5% |
| 6M | +19.9% | +22.4% | -2.5% | +13.3% |
| YTD | +149.4% | +22.5% | +126.9% | +134.6% |
| 1Y | +115.4% | +14.8% | +100.6% | +105.6% |
| 3Y | +357.3% | +127.7% | +229.6% | +268.1% |
| All | +357.3% | +132.2% | +225.0% | +268.1% |
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 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