+6.1%
APA vs INCY
+15.3%
-9.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +8.5% | +1.1% | +7.4% | +8.2% |
| 30D | +2.8% | +8.4% | -5.6% | +0.4% |
| 3M | +21.7% | +0.4% | +21.3% | +21.0% |
| 6M | +32.6% | +22.4% | +10.2% | +24.2% |
| YTD | +103.7% | +22.5% | +81.2% | +88.7% |
| 1Y | +101.8% | +14.8% | +87.0% | +90.4% |
| 3Y | +48.1% | +127.7% | -79.7% | +9.1% |
| 5Y | +91.9% | +84.4% | +7.5% | +50.4% |
| All | +6.1% | +15.3% | -9.2% | -14.5% |
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