+311.3%
ARM vs INCY
+97.0%
+214.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.1% |
| 7D | +11.4% | -0.5% | +11.9% | +11.4% |
| 30D | -7.4% | +3.2% | -10.6% | -8.1% |
| 3M | -24.5% | +23.6% | -48.1% | -28.6% |
| 6M | +128.7% | +29.7% | +99.0% | +113.0% |
| YTD | +139.3% | +25.9% | +113.3% | +124.5% |
| 1Y | +88.0% | +43.7% | +44.2% | +70.3% |
| All | +311.3% | +97.0% | +214.3% | +231.0% |
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 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