+193.0%
ARM vs INCY
+93.0%
+100.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.4% |
| 7D | -5.3% | +1.5% | -6.9% | -5.5% |
| 30D | -30.0% | +8.1% | -38.1% | -30.9% |
| 3M | -34.1% | +1.1% | -35.2% | -34.3% |
| 6M | -12.6% | +23.7% | -36.3% | -17.6% |
| YTD | +70.4% | +23.4% | +47.0% | +60.5% |
| 1Y | +22.3% | +15.0% | +7.2% | +16.9% |
| 3Y | +261.2% | +132.1% | +129.1% | +170.8% |
| All | +193.0% | +93.0% | +100.0% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling