-15.1%
AMRZ vs INCY
+45.3%
-60.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | -16.9% | +5.8% | -22.7% | -17.8% |
| 3M | -19.2% | +25.2% | -44.4% | -23.3% |
| 6M | -29.3% | +28.2% | -57.5% | -33.5% |
| YTD | -18.0% | +28.3% | -46.3% | -23.0% |
| 1Y | -15.1% | +48.3% | -63.4% | -21.5% |
| All | -15.1% | +45.3% | -60.3% | -21.5% |
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