-24.3%
ARES vs INCY
+43.7%
-68.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | -7.7% | -3.7% | -4.0% | -7.1% |
| 30D | -8.7% | +1.8% | -10.5% | -9.0% |
| 3M | +2.8% | +17.0% | -14.1% | -0.5% |
| 6M | +23.1% | +28.4% | -5.3% | +15.7% |
| YTD | -17.3% | +24.8% | -42.1% | -21.9% |
| 1Y | -24.3% | +42.9% | -67.2% | -33.8% |
| All | -24.3% | +43.7% | -68.0% | -33.8% |
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