+161.6%
ATI vs INCY
+41.2%
+120.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -5.6% | -4.2% | -1.5% | -5.0% |
| 30D | -13.7% | +0.6% | -14.3% | -13.8% |
| 3M | -0.4% | +12.6% | -13.0% | -3.2% |
| 6M | +26.2% | +28.3% | -2.1% | +18.2% |
| YTD | +73.2% | +23.0% | +50.2% | +63.1% |
| 1Y | +161.6% | +41.0% | +120.6% | +137.7% |
| All | +161.6% | +41.2% | +120.4% | +137.7% |
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