+6.1%
AS vs INCY
+12.6%
-6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +6.9% | -0.6% | +7.5% | +7.0% |
| 30D | +16.0% | +5.5% | +10.5% | +15.1% |
| 3M | -12.8% | +1.1% | -13.9% | -13.1% |
| 6M | -15.4% | +19.8% | -35.2% | -18.7% |
| YTD | -15.7% | +21.1% | -36.9% | -20.5% |
| 1Y | +6.1% | +13.7% | -7.7% | +1.6% |
| All | +6.1% | +12.6% | -6.5% | +1.6% |
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