+634.4%
INCY vs AMBA
+837.3%
-202.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +1.9% | -11.0% | +12.9% | +3.4% |
| 30D | +5.8% | -23.2% | +29.0% | +9.3% |
| 3M | +25.2% | -12.7% | +37.9% | +24.9% |
| 6M | +28.2% | +11.2% | +17.0% | +22.4% |
| YTD | +28.3% | -11.2% | +39.6% | +25.8% |
| 1Y | +48.3% | -22.5% | +70.9% | +46.8% |
| 3Y | +95.9% | -1.3% | +97.3% | +79.8% |
| 5Y | +66.6% | -54.2% | +120.7% | +58.9% |
| 10Y | +54.5% | -6.1% | +60.7% | +16.7% |
| All | +634.4% | +837.3% | -202.9% | +260.7% |
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