+262,336.6%
AMZN vs INCY
+817.2%
+261,519.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -6.4% | +3.2% | -9.6% | -7.1% |
| 3M | +4.8% | +23.6% | -18.8% | -0.5% |
| 6M | +20.5% | +29.7% | -9.1% | +13.2% |
| YTD | +11.3% | +25.9% | -14.6% | +4.8% |
| 1Y | +9.0% | +43.7% | -34.8% | -0.5% |
| 3Y | +85.9% | +94.4% | -8.5% | +55.7% |
| 5Y | +45.8% | +68.0% | -22.2% | +25.1% |
| 10Y | +555.5% | +52.5% | +503.0% | +444.7% |
| All | +262,336.6% | +817.2% | +261,519.3% | +58,957.6% |
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 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