-36.7%
AUR vs INCY
+48.5%
-85.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.9% |
| 7D | +0.2% | -3.7% | +3.8% | +1.4% |
| 30D | -8.9% | +1.8% | -10.7% | -9.5% |
| 3M | +4.6% | +17.0% | -12.3% | -1.7% |
| 6M | +44.9% | +28.4% | +16.5% | +30.7% |
| YTD | +64.8% | +24.8% | +40.0% | +50.5% |
| 1Y | +16.4% | +42.9% | -26.6% | -0.2% |
| 3Y | +85.1% | +92.7% | -7.6% | +37.4% |
| 5Y | -36.1% | +73.3% | -109.5% | -49.8% |
| All | -36.7% | +48.5% | -85.2% | -50.8% |
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