+105.2%
AMKR vs INCY
+41.2%
+64.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +8.3% | -4.2% | +12.5% | +8.7% |
| 30D | -6.8% | +0.6% | -7.4% | -6.8% |
| 3M | -31.9% | +12.6% | -44.6% | -35.6% |
| 6M | +18.4% | +28.3% | -10.0% | +3.1% |
| YTD | +31.7% | +23.0% | +8.7% | +16.1% |
| 1Y | +105.2% | +41.0% | +64.3% | +62.2% |
| All | +105.2% | +41.2% | +64.0% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling