+174.6%
ARM vs INCY
+89.4%
+85.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.5% |
| 7D | -15.2% | -0.6% | -14.6% | -15.1% |
| 30D | -40.7% | +5.5% | -46.2% | -41.2% |
| 3M | -39.1% | +1.1% | -40.2% | -39.3% |
| 6M | -26.4% | +19.8% | -46.2% | -30.1% |
| YTD | +59.7% | +21.1% | +38.6% | +50.9% |
| 1Y | +10.3% | +13.7% | -3.4% | +5.6% |
| 3Y | +228.9% | +119.3% | +109.6% | +154.4% |
| All | +174.6% | +89.4% | +85.2% | +122.4% |
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