+20.3%
ARM vs INCY
+13.5%
+6.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.7% |
| 7D | -5.3% | +1.5% | -6.9% | -5.2% |
| 30D | -30.0% | +8.1% | -38.1% | -29.8% |
| 3M | -34.1% | +1.1% | -35.2% | -33.7% |
| 6M | -12.6% | +23.7% | -36.3% | -17.1% |
| YTD | +70.4% | +23.4% | +47.0% | +60.2% |
| All | +20.3% | +13.5% | +6.8% | +15.5% |
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