+528.2%
AMKR vs INCY
+54.2%
+474.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.0% |
| 7D | +8.3% | -4.2% | +12.5% | +10.0% |
| 30D | -6.8% | +0.6% | -7.4% | -7.1% |
| 3M | -31.9% | +12.6% | -44.6% | -36.9% |
| 6M | +18.4% | +28.3% | -10.0% | +3.7% |
| YTD | +31.7% | +23.0% | +8.7% | +17.2% |
| 1Y | +105.2% | +41.0% | +64.3% | +72.5% |
| 3Y | +147.7% | +88.6% | +59.2% | +79.4% |
| 5Y | +99.4% | +70.8% | +28.6% | +47.1% |
| All | +528.2% | +54.2% | +474.0% | +330.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling