+315.9%
AMKR vs INCY
+464.8%
-148.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +8.9% | -2.2% | +11.1% | +9.5% |
| 30D | -2.7% | +3.7% | -6.4% | -3.7% |
| 3M | -27.5% | +22.1% | -49.5% | -32.4% |
| 6M | +19.4% | +29.8% | -10.4% | +9.3% |
| YTD | +30.7% | +27.6% | +3.1% | +20.1% |
| 1Y | +107.9% | +47.2% | +60.7% | +83.8% |
| 3Y | +136.1% | +97.0% | +39.2% | +90.1% |
| 5Y | +96.6% | +73.4% | +23.3% | +62.0% |
| 10Y | +535.0% | +59.2% | +475.7% | +416.3% |
| All | +315.9% | +464.8% | -148.8% | +3.3% |
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