-15.0%
AMRZ vs INCY
+15.3%
-30.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +15.6% | +9.8% | +5.9% | +13.3% |
| 3M | -12.1% | +1.0% | -13.1% | -12.5% |
| 6M | -19.4% | +21.9% | -41.3% | -24.2% |
| YTD | -21.9% | +23.8% | -45.7% | -27.9% |
| 1Y | -15.0% | +13.0% | -28.1% | -18.1% |
| All | -15.0% | +15.3% | -30.4% | -18.1% |
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