+84.5%
AAPL vs INCY
+92.5%
-8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.7% | +3.8% |
| 7D | -0.5% | -3.7% | +3.2% | 0.0% |
| 30D | +7.1% | +1.8% | +5.3% | +6.8% |
| 3M | +12.1% | +17.0% | -4.9% | +9.8% |
| 6M | +25.4% | +28.4% | -3.0% | +21.2% |
| YTD | +20.5% | +24.8% | -4.4% | +16.6% |
| 1Y | +44.5% | +42.9% | +1.6% | +37.0% |
| All | +84.5% | +92.5% | -8.0% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling