+4,960.3%
AMD vs INCY
+6,660.0%
-1,699.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | -0.9% | +5.8% | -6.7% | -2.3% |
| 3M | -8.7% | +25.2% | -33.9% | -13.9% |
| 6M | +136.3% | +28.2% | +108.1% | +121.7% |
| YTD | +123.0% | +28.3% | +94.7% | +108.6% |
| 1Y | +195.2% | +48.3% | +146.8% | +166.7% |
| 3Y | +336.3% | +95.9% | +240.4% | +264.6% |
| 5Y | +334.5% | +66.6% | +267.9% | +274.6% |
| 10Y | +6,259.1% | +54.5% | +6,204.6% | +5,326.2% |
| All | +4,960.3% | +6,660.0% | -1,699.7% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling