-18.5%
AMRZ vs INCY
+75.7%
-94.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +15.1% | +5.5% | +9.6% | +13.9% |
| 3M | -18.1% | +1.1% | -19.1% | -18.4% |
| 6M | -23.5% | +19.8% | -43.3% | -26.9% |
| YTD | -21.6% | +21.1% | -42.8% | -25.8% |
| 1Y | -14.7% | +13.7% | -28.5% | -18.6% |
| All | -18.5% | +75.7% | -94.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling