-32.3%
AMT vs INCY
+67.2%
-99.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +1.8% | +3.2% | -1.3% | +1.4% |
| 3M | -6.2% | +23.6% | -29.8% | -9.0% |
| 6M | -5.0% | +29.7% | -34.7% | -8.5% |
| YTD | +2.1% | +25.9% | -23.9% | -1.7% |
| 1Y | -5.7% | +43.7% | -49.5% | -11.2% |
| 3Y | +7.9% | +94.4% | -86.5% | -6.3% |
| 5Y | -32.3% | +68.0% | -100.3% | -40.9% |
| All | -32.3% | +67.2% | -99.5% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling