+49.7%
INCY vs ALM
+2,589.2%
-2,539.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -4.2% | -11.8% | +7.7% | -3.9% |
| 30D | +0.6% | +7.8% | -7.2% | +0.4% |
| 3M | +12.6% | -9.3% | +21.9% | +12.7% |
| 6M | +28.3% | -30.5% | +58.8% | +28.7% |
| YTD | +23.0% | +75.8% | -52.8% | +20.4% |
| 1Y | +41.0% | +241.2% | -200.2% | +35.0% |
| 3Y | +88.6% | +1,872.6% | -1,784.0% | +66.0% |
| 5Y | +70.8% | +849.6% | -778.8% | +53.0% |
| All | +49.7% | +2,589.2% | -2,539.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling