+66.4%
AEP vs INCY
+69.5%
-3.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | -0.1% | +1.8% | -1.9% | -0.3% |
| 3M | -3.2% | +17.0% | -20.2% | -4.7% |
| 6M | -5.3% | +28.4% | -33.7% | -7.6% |
| YTD | +9.5% | +24.8% | -15.3% | +6.9% |
| 1Y | +17.5% | +42.9% | -25.4% | +12.9% |
| 3Y | +77.0% | +92.7% | -15.7% | +62.2% |
| 5Y | +66.4% | +73.3% | -7.0% | +52.3% |
| All | +66.4% | +69.5% | -3.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling