+101.8%
APA vs INCY
+12.8%
+89.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +8.5% | +1.1% | +7.4% | +8.7% |
| 30D | +2.8% | +8.4% | -5.6% | +3.8% |
| 3M | +21.7% | +0.4% | +21.3% | +22.2% |
| 6M | +32.6% | +22.4% | +10.2% | +36.3% |
| YTD | +103.7% | +22.5% | +81.2% | +105.6% |
| 1Y | +101.8% | +14.8% | +87.0% | +111.5% |
| All | +101.8% | +12.8% | +89.0% | +111.5% |
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 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