-12.3%
AMRZ vs INCY
+20.6%
-32.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.7% | +4.1% |
| 7D | +10.3% | +5.1% | +5.2% | +9.0% |
| 30D | +18.7% | +7.6% | +11.0% | +16.7% |
| 3M | -14.6% | +1.9% | -16.5% | -15.2% |
| 6M | -12.9% | +26.5% | -39.4% | -19.2% |
| YTD | -17.4% | +24.4% | -41.7% | -23.9% |
| 1Y | -12.3% | +19.4% | -31.7% | -18.2% |
| All | -12.3% | +20.6% | -32.9% | -18.2% |
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