+10,610.7%
AMGN vs INCY
+6,534.7%
+4,076.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -9.8% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | -3.8% | +3.2% | -7.0% | -4.2% |
| 3M | +14.4% | +23.6% | -9.2% | +10.3% |
| 6M | +7.8% | +29.7% | -21.8% | +3.1% |
| YTD | +22.6% | +25.9% | -3.4% | +17.8% |
| 1Y | +44.2% | +43.7% | +0.5% | +35.3% |
| 3Y | +65.8% | +94.4% | -28.6% | +46.4% |
| 5Y | +108.0% | +68.0% | +40.0% | +86.5% |
| 10Y | +209.9% | +52.5% | +157.3% | +172.6% |
| All | +10,610.7% | +6,534.7% | +4,076.1% | +4,140.9% |
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