-20.2%
AMRZ vs INCY
+85.0%
-105.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.6% |
| 7D | -4.7% | -2.2% | -2.5% | -4.3% |
| 30D | -11.3% | +3.7% | -14.9% | -11.9% |
| 3M | -22.1% | +22.1% | -44.1% | -25.6% |
| 6M | -29.6% | +29.8% | -59.4% | -34.0% |
| YTD | -23.3% | +27.6% | -50.9% | -28.1% |
| 1Y | -23.7% | +47.2% | -70.9% | -30.6% |
| All | -20.2% | +85.0% | -105.3% | -30.7% |
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