+86.1%
ARM vs INCY
+45.3%
+40.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.0% |
| 7D | +5.5% | +1.9% | +3.5% | +5.3% |
| 30D | -8.2% | +5.8% | -14.0% | -8.6% |
| 3M | -35.9% | +25.2% | -61.1% | -38.7% |
| 6M | +103.1% | +28.2% | +74.9% | +90.6% |
| YTD | +130.6% | +28.3% | +102.3% | +116.7% |
| 1Y | +86.1% | +48.3% | +37.7% | +65.0% |
| All | +86.1% | +45.3% | +40.8% | +65.0% |
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