+107.2%
APA vs INCY
+20.6%
+86.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.5% | -11.3% | -6.2% |
| 7D | -13.0% | +5.1% | -18.1% | -12.3% |
| 30D | +2.0% | +7.6% | -5.7% | +3.2% |
| 3M | +24.9% | +1.9% | +23.0% | +25.7% |
| 6M | +7.2% | +26.5% | -19.3% | +11.4% |
| YTD | +87.1% | +24.4% | +62.7% | +92.0% |
| 1Y | +107.2% | +19.4% | +87.8% | +115.6% |
| All | +107.2% | +20.6% | +86.5% | +115.6% |
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