+1,049.0%
ATI vs INCY
+69.5%
+979.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.3% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | -13.5% | +1.8% | -15.3% | -13.8% |
| 3M | +8.5% | +17.0% | -8.5% | +4.8% |
| 6M | +25.2% | +28.4% | -3.2% | +18.4% |
| YTD | +73.4% | +24.8% | +48.6% | +64.6% |
| 1Y | +160.5% | +42.9% | +117.6% | +140.1% |
| 3Y | +347.3% | +92.7% | +254.6% | +283.1% |
| 5Y | +1,049.0% | +73.3% | +975.6% | +901.6% |
| All | +1,049.0% | +69.5% | +979.4% | +901.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling