+103.4%
AMGN vs INCY
+69.3%
+34.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.9% |
| 7D | -13.7% | -4.2% | -9.5% | -12.6% |
| 30D | -8.8% | +0.6% | -9.4% | -8.9% |
| 3M | +7.2% | +12.6% | -5.4% | +3.7% |
| 6M | +1.3% | +28.3% | -27.1% | -5.5% |
| YTD | +17.6% | +23.0% | -5.3% | +11.1% |
| 1Y | +37.2% | +41.0% | -3.8% | +25.0% |
| 3Y | +57.7% | +88.6% | -30.8% | +31.7% |
| All | +103.4% | +69.3% | +34.2% | +71.2% |
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