+16.6%
INCY vs ARMK
+130.7%
-114.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -0.8% |
| 30D | +9.8% | -1.8% | +11.6% | +9.9% |
| 3M | +1.0% | -10.9% | +11.9% | +2.4% |
| 6M | +21.9% | +21.2% | +0.6% | +18.1% |
| YTD | +23.8% | +47.0% | -23.2% | +16.3% |
| 1Y | +13.0% | +42.9% | -29.8% | +6.7% |
| 3Y | +133.2% | +95.0% | +38.2% | +109.3% |
| 5Y | +87.8% | +106.2% | -18.4% | +65.1% |
| All | +16.6% | +130.7% | -114.2% | +8.1% |
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