+1,127.5%
ARES vs INCY
+146.1%
+981.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | +19.7% | +8.4% | +11.2% | +17.9% |
| 3M | -9.0% | +0.4% | -9.4% | -9.1% |
| 6M | +11.5% | +22.4% | -10.9% | +6.8% |
| YTD | -13.8% | +22.5% | -36.3% | -17.6% |
| 1Y | -5.6% | +14.8% | -20.3% | -8.8% |
| 3Y | +36.1% | +127.7% | -91.6% | +13.8% |
| 5Y | +82.7% | +84.4% | -1.7% | +59.0% |
| 10Y | +1,101.7% | +15.7% | +1,085.9% | +961.0% |
| All | +1,127.5% | +146.1% | +981.3% | +917.6% |
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