+15.3%
INCY vs ARMK
+131.4%
-116.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | +8.4% | -1.5% | +9.9% | +8.5% |
| 3M | +0.4% | -11.6% | +11.9% | +1.9% |
| 6M | +22.4% | +6.7% | +15.7% | +20.9% |
| YTD | +22.5% | +47.4% | -24.9% | +15.1% |
| 1Y | +14.8% | +41.5% | -26.7% | +8.4% |
| 3Y | +127.7% | +95.5% | +32.2% | +104.3% |
| 5Y | +84.4% | +108.4% | -24.0% | +61.9% |
| All | +15.3% | +131.4% | -116.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling