-35.1%
AUR vs INCY
+69.3%
-104.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.9% |
| 30D | -6.4% | +0.6% | -7.0% | -6.7% |
| 3M | +7.7% | +12.6% | -4.9% | +2.3% |
| 6M | +44.5% | +28.3% | +16.2% | +29.9% |
| YTD | +67.4% | +23.0% | +44.5% | +53.1% |
| 1Y | +15.4% | +41.0% | -25.5% | -1.1% |
| 3Y | +94.8% | +88.6% | +6.3% | +44.0% |
| All | -35.1% | +69.3% | -104.4% | -49.1% |
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