+39.3%
ARES vs INCY
+96.8%
-57.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | -2.4% | +3.7% | -6.1% | -2.9% |
| 3M | +3.9% | +22.1% | -18.2% | +0.5% |
| 6M | +26.4% | +29.8% | -3.4% | +20.8% |
| YTD | -14.9% | +27.6% | -42.5% | -18.4% |
| 1Y | -20.4% | +47.2% | -67.6% | -25.4% |
| All | +39.3% | +96.8% | -57.5% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling