+15,894.5%
AME vs INCY
+6,390.7%
+9,503.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +8.1% | +3.1% | +5.0% | +7.8% |
| 30D | -3.8% | +12.0% | -15.8% | -5.0% |
| 3M | -6.6% | +0.8% | -7.4% | -6.9% |
| 6M | +4.6% | +22.8% | -18.2% | +1.9% |
| YTD | +17.9% | +23.2% | -5.3% | +14.8% |
| 1Y | +23.2% | +12.4% | +10.8% | +21.0% |
| 3Y | +62.9% | +132.1% | -69.1% | +46.8% |
| 5Y | +77.5% | +85.5% | -8.0% | +63.0% |
| 10Y | +444.7% | +16.4% | +428.2% | +410.8% |
| All | +15,894.5% | +6,390.7% | +9,503.9% | +9,102.1% |
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 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