+80.0%
INCY vs AMBA
-70.4%
+150.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +1.0% |
| 7D | -0.6% | -7.2% | +6.6% | -0.1% |
| 30D | +5.5% | -10.4% | +15.9% | +6.2% |
| 3M | +1.1% | -30.1% | +31.2% | +3.4% |
| 6M | +19.8% | -22.4% | +42.3% | +19.9% |
| YTD | +21.1% | -17.3% | +38.5% | +19.6% |
| 1Y | +13.7% | -35.4% | +49.1% | +14.7% |
| 3Y | +119.3% | +18.6% | +100.6% | +102.1% |
| All | +80.0% | -70.4% | +150.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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