+161.3%
INCY vs ARMK
+350.8%
-189.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | +5.8% | 0.0% | +5.8% | +5.7% |
| 3M | +25.2% | +6.7% | +18.5% | +23.6% |
| 6M | +28.2% | +38.8% | -10.6% | +20.3% |
| YTD | +28.3% | +55.2% | -26.9% | +17.6% |
| 1Y | +48.3% | +46.6% | +1.7% | +37.3% |
| 3Y | +95.9% | +112.9% | -17.0% | +67.5% |
| 5Y | +66.6% | +144.0% | -77.4% | +36.5% |
| 10Y | +54.5% | +132.4% | -77.9% | +29.3% |
| All | +161.3% | +350.8% | -189.5% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling