+137.8%
AS vs INCY
+105.6%
+32.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +4.5% | +2.3% | +2.2% | +4.0% |
| 30D | +13.2% | +6.7% | +6.6% | +11.7% |
| 3M | -11.9% | -1.0% | -10.9% | -11.9% |
| 6M | -11.6% | +22.1% | -33.6% | -16.0% |
| YTD | -14.7% | +21.8% | -36.5% | -19.3% |
| 1Y | +5.7% | +13.5% | -7.8% | +1.4% |
| All | +137.8% | +105.6% | +32.2% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling