+499.6%
APA vs INCY
+6,660.0%
-6,160.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +0.5% | +1.9% | -1.4% | +0.3% |
| 30D | +23.4% | +5.8% | +17.6% | +22.6% |
| 3M | +12.7% | +25.2% | -12.5% | +9.7% |
| 6M | +39.4% | +28.2% | +11.2% | +35.0% |
| YTD | +79.0% | +28.3% | +50.6% | +73.0% |
| 1Y | +88.8% | +48.3% | +40.5% | +79.4% |
| 3Y | +6.4% | +95.9% | -89.6% | -2.9% |
| 5Y | +153.0% | +66.6% | +86.4% | +134.3% |
| 10Y | +7.5% | +54.5% | -47.0% | -0.9% |
| All | +499.6% | +6,660.0% | -6,160.4% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling