+1,090.2%
ATI vs INCY
+54.2%
+1,036.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -5.6% | -4.2% | -1.5% | -4.7% |
| 30D | -13.7% | +0.6% | -14.3% | -13.9% |
| 3M | -0.4% | +12.6% | -13.0% | -3.6% |
| 6M | +26.2% | +28.3% | -2.1% | +18.4% |
| YTD | +73.2% | +23.0% | +50.2% | +63.7% |
| 1Y | +161.6% | +41.0% | +120.6% | +138.8% |
| 3Y | +346.2% | +88.6% | +257.6% | +271.9% |
| 5Y | +1,047.6% | +70.8% | +976.8% | +870.0% |
| All | +1,090.2% | +54.2% | +1,036.0% | +697.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling