+348.0%
AMD vs INCY
+100.4%
+247.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | +1.9% | +0.7% | +2.2% |
| 30D | -0.9% | +5.8% | -6.7% | -1.9% |
| 3M | -8.7% | +25.2% | -33.9% | -13.8% |
| 6M | +136.3% | +28.2% | +108.1% | +121.6% |
| YTD | +123.0% | +28.3% | +94.7% | +108.3% |
| 1Y | +195.2% | +48.3% | +146.8% | +166.2% |
| All | +348.0% | +100.4% | +247.7% | +252.8% |
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 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