+337.5%
AMD vs INCY
+67.3%
+270.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | +1.9% | +0.7% | +2.0% |
| 30D | -0.9% | +5.8% | -6.7% | -2.5% |
| 3M | -8.7% | +25.2% | -33.9% | -15.6% |
| 6M | +136.3% | +28.2% | +108.1% | +116.5% |
| YTD | +123.0% | +28.3% | +94.7% | +103.3% |
| 1Y | +195.2% | +48.3% | +146.8% | +155.9% |
| 3Y | +336.3% | +95.9% | +240.4% | +235.7% |
| All | +337.5% | +67.3% | +270.3% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling