+59.2%
INCY vs ARMK
+134.7%
-75.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | +3.7% | +2.4% | +1.3% | +3.2% |
| 3M | +22.1% | +6.1% | +16.0% | +20.9% |
| 6M | +29.8% | +41.8% | -12.0% | +23.1% |
| YTD | +27.6% | +55.5% | -28.0% | +19.2% |
| 1Y | +47.2% | +49.6% | -2.4% | +38.3% |
| 3Y | +97.0% | +122.8% | -25.8% | +73.8% |
| 5Y | +73.4% | +151.0% | -77.6% | +48.8% |
| 10Y | +59.2% | +137.9% | -78.7% | +45.9% |
| All | +59.2% | +134.7% | -75.5% | +45.9% |
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