+1,542.9%
INCY vs AMP
+2,089.3%
-546.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +3.7% | -1.0% | +4.7% | +4.0% |
| 3M | +22.1% | +23.2% | -1.2% | +10.7% |
| 6M | +29.8% | +20.4% | +9.4% | +18.7% |
| YTD | +27.6% | +13.6% | +13.9% | +19.4% |
| 1Y | +47.2% | +13.4% | +33.9% | +37.4% |
| 3Y | +97.0% | +66.5% | +30.5% | +50.9% |
| 5Y | +73.4% | +120.2% | -46.9% | +11.7% |
| 10Y | +59.2% | +576.5% | -517.3% | -50.1% |
| All | +1,542.9% | +2,089.3% | -546.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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