+26.1%
APD vs INCY
+67.2%
-41.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -1.9% | +3.2% | -5.1% | -2.5% |
| 3M | +8.2% | +23.6% | -15.4% | +3.8% |
| 6M | +10.7% | +29.7% | -18.9% | +5.1% |
| YTD | +22.9% | +25.9% | -3.0% | +17.0% |
| 1Y | +5.8% | +43.7% | -37.9% | -2.1% |
| 3Y | +7.8% | +94.4% | -86.7% | -8.1% |
| 5Y | +26.1% | +68.0% | -41.9% | +9.6% |
| All | +26.1% | +67.2% | -41.0% | +9.6% |
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