+1,439.7%
AMT vs INCY
+412.4%
+1,027.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -2.2% | +3.1% | -5.3% | -2.7% |
| 30D | +5.8% | +12.0% | -6.3% | +3.7% |
| 3M | +12.6% | +0.8% | +11.8% | +12.2% |
| 6M | +8.3% | +22.8% | -14.5% | +4.3% |
| YTD | +11.4% | +23.2% | -11.8% | +6.8% |
| 1Y | +7.7% | +12.4% | -4.7% | +4.7% |
| 3Y | +14.8% | +132.1% | -117.3% | -3.1% |
| 5Y | -18.0% | +85.5% | -103.4% | -28.4% |
| 10Y | +133.0% | +16.4% | +116.5% | +109.0% |
| All | +1,439.7% | +412.4% | +1,027.3% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling