+148.0%
INCY vs ARMK
+330.5%
-182.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +6.7% | -1.3% | +8.0% | +6.7% |
| 3M | -1.0% | -2.5% | +1.5% | -0.9% |
| 6M | +22.1% | +20.8% | +1.3% | +17.2% |
| YTD | +21.8% | +48.2% | -26.4% | +12.3% |
| 1Y | +13.5% | +45.7% | -32.2% | +4.9% |
| 3Y | +129.4% | +96.6% | +32.9% | +98.7% |
| 5Y | +84.0% | +106.6% | -22.6% | +55.3% |
| 10Y | +14.9% | +132.6% | -117.7% | -5.8% |
| All | +148.0% | +330.5% | -182.5% | +73.9% |
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 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