-3.7%
APA vs INCY
+54.2%
-57.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +4.6% | -4.2% | +8.7% | +5.8% |
| 30D | +11.9% | +0.6% | +11.3% | +11.7% |
| 3M | +22.5% | +12.6% | +9.8% | +18.0% |
| 6M | +37.5% | +28.3% | +9.2% | +26.9% |
| YTD | +87.2% | +23.0% | +64.2% | +73.7% |
| 1Y | +101.4% | +41.0% | +60.5% | +78.6% |
| 3Y | +16.9% | +88.6% | -71.7% | -8.2% |
| 5Y | +178.4% | +70.8% | +107.7% | +122.8% |
| All | -3.7% | +54.2% | -57.9% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling