+433.0%
AME vs INCY
+54.2%
+378.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +3.5% |
| 7D | +1.7% | -4.2% | +5.9% | +2.5% |
| 30D | -6.4% | +0.6% | -7.0% | -6.6% |
| 3M | +7.1% | +12.6% | -5.6% | +4.3% |
| 6M | +8.2% | +28.3% | -20.2% | +2.6% |
| YTD | +18.2% | +23.0% | -4.8% | +12.8% |
| 1Y | +26.7% | +41.0% | -14.2% | +17.5% |
| 3Y | +60.7% | +88.6% | -27.9% | +37.8% |
| 5Y | +91.6% | +70.8% | +20.8% | +65.8% |
| All | +433.0% | +54.2% | +378.8% | +315.4% |
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