+597.0%
INCY vs AMBA
+799.5%
-202.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +6.7% | -10.5% | +17.2% | +7.9% |
| 3M | -1.0% | -26.4% | +25.4% | +2.4% |
| 6M | +22.1% | -20.9% | +43.0% | +22.0% |
| YTD | +21.8% | -14.8% | +36.6% | +19.5% |
| 1Y | +13.5% | -36.1% | +49.6% | +15.4% |
| 3Y | +129.4% | +20.2% | +109.2% | +103.8% |
| 5Y | +84.0% | -67.2% | +151.2% | +85.7% |
| 10Y | +14.9% | +4.9% | +9.9% | -15.5% |
| All | +597.0% | +799.5% | -202.5% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling