+175.6%
APA vs INCY
+69.9%
+105.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +9.3% | +3.7% | +5.6% | +8.6% |
| 3M | +23.3% | +22.1% | +1.3% | +18.5% |
| 6M | +39.5% | +29.8% | +9.7% | +31.9% |
| YTD | +87.6% | +27.6% | +60.0% | +77.1% |
| 1Y | +114.2% | +47.2% | +67.0% | +94.3% |
| 3Y | +13.6% | +97.0% | -83.4% | -7.4% |
| 5Y | +175.6% | +73.4% | +102.2% | +128.7% |
| All | +175.6% | +69.9% | +105.7% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling