+68.0%
INCY vs ARMK
+148.1%
-80.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | +3.2% | +3.1% | +0.1% | +2.6% |
| 3M | +23.6% | +9.2% | +14.4% | +21.7% |
| 6M | +29.7% | +43.7% | -14.0% | +21.4% |
| YTD | +25.9% | +57.4% | -31.4% | +15.7% |
| 1Y | +43.7% | +51.9% | -8.1% | +32.8% |
| 3Y | +94.4% | +125.4% | -31.0% | +66.7% |
| 5Y | +68.0% | +149.1% | -81.1% | +38.2% |
| All | +68.0% | +148.1% | -80.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling