+1,121.6%
ATI vs INCY
+696.2%
+425.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -9.0% | +3.2% | -12.2% | -9.7% |
| 3M | +15.1% | +23.6% | -8.5% | +9.6% |
| 6M | +38.1% | +29.7% | +8.5% | +30.2% |
| YTD | +80.7% | +25.9% | +54.7% | +71.0% |
| 1Y | +167.5% | +43.7% | +123.8% | +145.8% |
| 3Y | +366.0% | +94.4% | +271.6% | +294.2% |
| 5Y | +1,088.8% | +68.0% | +1,020.8% | +927.3% |
| 10Y | +1,055.0% | +52.5% | +1,002.5% | +865.4% |
| All | +1,121.6% | +696.2% | +425.5% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling