+474.4%
INCY vs ALM
+3,551.9%
-3,077.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.7% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +8.4% | -19.3% | +27.8% | +8.6% |
| 3M | +0.4% | -40.6% | +41.0% | +0.7% |
| 6M | +22.4% | -57.9% | +80.3% | +23.0% |
| YTD | +22.5% | -6.7% | +29.2% | +22.2% |
| 1Y | +14.8% | +20.2% | -5.4% | +14.2% |
| 3Y | +127.7% | +879.4% | -751.7% | +122.0% |
| 5Y | +84.4% | +415.3% | -330.9% | +80.0% |
| 10Y | +15.7% | +2,100.8% | -2,085.1% | +10.8% |
| All | +474.4% | +3,551.9% | -3,077.5% | +420.7% |
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