+10.3%
APA vs INCY
+95.0%
-84.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +15.7% | +3.2% | +12.5% | +15.3% |
| 3M | +16.5% | +23.6% | -7.2% | +13.5% |
| 6M | +35.1% | +29.7% | +5.4% | +30.7% |
| YTD | +82.2% | +25.9% | +56.3% | +76.2% |
| 1Y | +102.5% | +43.7% | +58.8% | +90.2% |
| 3Y | +10.3% | +94.4% | -84.1% | -5.1% |
| All | +10.3% | +95.0% | -84.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling