+119.6%
AMDL vs INCY
+108.1%
+11.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.6% | +12.7% | +13.7% |
| 7D | +18.5% | -0.5% | +19.0% | +19.9% |
| 30D | -24.2% | +9.8% | -34.0% | -26.6% |
| 3M | +11.5% | +1.0% | +10.5% | +11.1% |
| 6M | -1.0% | +21.9% | -22.9% | -14.1% |
| YTD | +260.3% | +23.8% | +236.5% | +206.3% |
| 1Y | +178.2% | +13.0% | +165.1% | +150.0% |
| All | +119.6% | +108.1% | +11.5% | +37.8% |
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 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