+131.0%
AMDL vs INCY
+114.5%
+16.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.8% | +5.5% |
| 7D | +29.0% | -2.2% | +31.1% | +30.0% |
| 30D | +19.1% | +3.7% | +15.4% | +16.9% |
| 3M | +1.8% | +22.1% | -20.3% | -11.1% |
| 6M | +374.4% | +29.8% | +344.6% | +297.0% |
| YTD | +278.9% | +27.6% | +251.3% | +216.9% |
| 1Y | +510.6% | +47.2% | +463.4% | +365.7% |
| All | +131.0% | +114.5% | +16.5% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling