+109.1%
AMDL vs INCY
+20.6%
+88.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +2.2% |
| 7D | -30.7% | +5.1% | -35.8% | -30.2% |
| 30D | -43.8% | +7.6% | -51.4% | -43.2% |
| 3M | -24.5% | +1.9% | -26.4% | -23.6% |
| 6M | +44.7% | +26.5% | +18.2% | +28.1% |
| YTD | +204.0% | +24.4% | +179.6% | +159.0% |
| 1Y | +109.1% | +19.4% | +89.7% | +84.2% |
| All | +109.1% | +20.6% | +88.4% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling