+59.9%
AMGN vs INCY
+92.5%
-32.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.6% |
| 7D | -13.9% | -3.7% | -10.2% | -12.8% |
| 30D | -7.1% | +1.8% | -9.0% | -7.6% |
| 3M | +13.9% | +17.0% | -3.1% | +8.6% |
| 6M | +3.2% | +28.4% | -25.1% | -4.4% |
| YTD | +19.2% | +24.8% | -5.6% | +11.4% |
| 1Y | +41.1% | +42.9% | -1.8% | +27.0% |
| All | +59.9% | +92.5% | -32.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling