+169.1%
APD vs INCY
+56.1%
+112.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -4.6% | -2.2% | -2.4% | -4.2% |
| 30D | -4.2% | +3.7% | -7.9% | -4.8% |
| 3M | +5.0% | +22.1% | -17.1% | +1.1% |
| 6M | +8.9% | +29.8% | -20.8% | +3.6% |
| YTD | +21.9% | +27.6% | -5.7% | +16.0% |
| 1Y | +5.6% | +47.2% | -41.6% | -2.3% |
| 3Y | +6.9% | +97.0% | -90.1% | -7.6% |
| 5Y | +25.3% | +73.4% | -48.0% | +10.0% |
| 10Y | +169.1% | +59.2% | +109.8% | +121.7% |
| All | +169.1% | +56.1% | +112.9% | +121.7% |
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 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