+1,278.0%
AAPL vs INCY
+54.2%
+1,223.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +3.8% | -4.2% | +8.0% | +4.9% |
| 30D | +9.9% | +0.6% | +9.4% | +9.7% |
| 3M | +12.5% | +12.6% | -0.2% | +8.9% |
| 6M | +27.6% | +28.3% | -0.7% | +19.4% |
| YTD | +22.6% | +23.0% | -0.4% | +15.4% |
| 1Y | +45.0% | +41.0% | +4.0% | +31.2% |
| 3Y | +87.8% | +88.6% | -0.8% | +53.1% |
| 5Y | +128.7% | +70.8% | +57.9% | +89.7% |
| All | +1,278.0% | +54.2% | +1,223.8% | +1,094.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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