+88.8%
APA vs INCY
+45.3%
+43.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +0.5% | +1.9% | -1.4% | +0.6% |
| 30D | +23.4% | +5.8% | +17.6% | +23.7% |
| 3M | +12.7% | +25.2% | -12.5% | +14.2% |
| 6M | +39.4% | +28.2% | +11.2% | +42.7% |
| YTD | +79.0% | +28.3% | +50.6% | +80.2% |
| 1Y | +88.8% | +48.3% | +40.5% | +74.4% |
| All | +88.8% | +45.3% | +43.6% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling