+117.8%
AMDL vs INCY
+111.7%
+6.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.5% | +12.4% |
| 7D | +19.9% | -0.5% | +20.4% | +20.0% |
| 30D | +6.3% | +3.2% | +3.1% | +4.4% |
| 3M | -9.9% | +23.6% | -33.5% | -22.3% |
| 6M | +394.3% | +29.7% | +364.6% | +313.0% |
| YTD | +257.3% | +25.9% | +231.3% | +200.3% |
| 1Y | +508.5% | +43.7% | +464.8% | +369.5% |
| All | +117.8% | +111.7% | +6.1% | +35.1% |
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