+15,651.3%
AME vs INCY
+6,660.0%
+8,991.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | +1.9% | -1.3% | +0.4% |
| 30D | -6.7% | +5.8% | -12.5% | -7.3% |
| 3M | +4.1% | +25.2% | -21.1% | +1.4% |
| 6M | +1.6% | +28.2% | -26.6% | -1.3% |
| YTD | +16.1% | +28.3% | -12.2% | +12.7% |
| 1Y | +27.3% | +48.3% | -21.0% | +21.5% |
| 3Y | +50.9% | +95.9% | -45.1% | +38.4% |
| 5Y | +81.4% | +66.6% | +14.8% | +68.4% |
| 10Y | +417.0% | +54.5% | +362.4% | +371.6% |
| All | +15,651.3% | +6,660.0% | +8,991.3% | +8,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling