+45.2%
AMZN vs INCY
+69.5%
-24.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -2.7% | -3.7% | +1.0% | -2.1% |
| 30D | -7.5% | +1.8% | -9.3% | -7.8% |
| 3M | +5.8% | +17.0% | -11.1% | +2.2% |
| 6M | +17.5% | +28.4% | -10.9% | +11.1% |
| YTD | +9.1% | +24.8% | -15.7% | +3.3% |
| 1Y | +9.4% | +42.9% | -33.6% | +0.3% |
| 3Y | +82.2% | +92.7% | -10.5% | +52.9% |
| 5Y | +45.2% | +73.3% | -28.1% | +26.0% |
| All | +45.2% | +69.5% | -24.3% | +26.0% |
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