-21.9%
AS vs INCY
+45.3%
-67.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | -4.9% | +1.9% | -6.8% | -5.3% |
| 30D | -19.6% | +5.8% | -25.4% | -20.6% |
| 3M | -14.4% | +25.2% | -39.6% | -18.9% |
| 6M | -20.1% | +28.2% | -48.3% | -25.3% |
| YTD | -20.9% | +28.3% | -49.3% | -26.7% |
| 1Y | -21.9% | +48.3% | -70.2% | -33.6% |
| All | -21.9% | +45.3% | -67.1% | -33.6% |
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 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