+199.6%
ARM vs INCY
+91.5%
+108.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | +9.1% | +1.1% | +8.0% | +9.0% |
| 30D | -19.9% | +8.4% | -28.4% | -21.0% |
| 3M | -31.6% | +0.4% | -32.0% | -31.7% |
| 6M | -13.9% | +22.4% | -36.3% | -18.6% |
| YTD | +74.3% | +22.5% | +51.8% | +64.4% |
| 1Y | +35.8% | +14.8% | +21.0% | +29.9% |
| 3Y | +268.6% | +127.7% | +140.9% | +179.1% |
| All | +199.6% | +91.5% | +108.1% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling