+359.8%
ARKK vs INCY
+93.9%
+265.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | +5.1% | +3.7% | +1.5% | +3.8% |
| 3M | +12.7% | +22.1% | -9.3% | +4.5% |
| 6M | +13.8% | +29.8% | -15.9% | +3.0% |
| YTD | +9.9% | +27.6% | -17.6% | -0.3% |
| 1Y | +10.4% | +47.2% | -36.8% | -5.3% |
| 3Y | +93.6% | +97.0% | -3.4% | +45.9% |
| 5Y | -29.4% | +73.4% | -102.7% | -44.1% |
| 10Y | +336.9% | +59.2% | +277.6% | +241.7% |
| All | +359.8% | +93.9% | +265.9% | +243.8% |
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 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