+17.0%
AR vs INCY
+41.2%
-24.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -2.5% | -4.2% | +1.7% | -2.4% |
| 30D | +2.5% | +0.6% | +2.0% | +2.5% |
| 3M | +12.3% | +12.6% | -0.3% | +11.3% |
| 6M | -3.1% | +28.3% | -31.4% | -4.2% |
| YTD | +11.5% | +23.0% | -11.5% | +10.1% |
| 1Y | +17.0% | +41.0% | -23.9% | +11.4% |
| All | +17.0% | +41.2% | -24.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling