+1,500.3%
AEP vs INCY
+6,660.0%
-5,159.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.8% | +1.9% | -0.1% | +1.7% |
| 30D | -0.8% | +5.8% | -6.6% | -1.1% |
| 3M | -1.8% | +25.2% | -27.0% | -3.1% |
| 6M | -5.4% | +28.2% | -33.6% | -6.8% |
| YTD | +10.4% | +28.3% | -17.9% | +8.7% |
| 1Y | +18.2% | +48.3% | -30.2% | +15.3% |
| 3Y | +79.0% | +95.9% | -17.0% | +71.0% |
| 5Y | +64.8% | +66.6% | -1.7% | +58.5% |
| 10Y | +170.8% | +54.5% | +116.3% | +156.8% |
| All | +1,500.3% | +6,660.0% | -5,159.7% | +1,085.9% |
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