+501.9%
INCY vs ALM
+7,705.7%
-7,203.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | +5.8% | +32.0% | -26.2% | +5.6% |
| 3M | +25.2% | -15.0% | +40.2% | +25.2% |
| 6M | +28.2% | -10.1% | +38.3% | +28.1% |
| YTD | +28.3% | +99.4% | -71.1% | +27.4% |
| 1Y | +48.3% | +316.4% | -268.0% | +46.3% |
| 3Y | +95.9% | +2,022.0% | -1,926.0% | +89.8% |
| 5Y | +66.6% | +941.2% | -874.6% | +61.9% |
| 10Y | +54.5% | +2,950.3% | -2,895.8% | +47.6% |
| All | +501.9% | +7,705.7% | -7,203.9% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling