+134,880.9%
AAPL vs INCY
+6,534.7%
+128,346.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -2.7% | -0.5% | -2.3% | -2.7% |
| 30D | +1.0% | +3.2% | -2.2% | +0.5% |
| 3M | +5.0% | +23.6% | -18.7% | +1.4% |
| 6M | +23.0% | +29.7% | -6.6% | +17.9% |
| YTD | +16.6% | +25.9% | -9.3% | +12.0% |
| 1Y | +33.4% | +43.7% | -10.3% | +25.2% |
| 3Y | +79.9% | +94.4% | -14.6% | +58.9% |
| 5Y | +109.0% | +68.0% | +41.0% | +87.9% |
| 10Y | +1,210.4% | +52.5% | +1,157.9% | +1,057.5% |
| All | +134,880.9% | +6,534.7% | +128,346.2% | +49,822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling