+3,189.4%
APD vs INCY
+6,660.0%
-3,470.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | +1.9% | -4.1% | -2.4% |
| 30D | +2.1% | +5.8% | -3.7% | +1.5% |
| 3M | +7.2% | +25.2% | -18.0% | +4.8% |
| 6M | +11.2% | +28.2% | -17.0% | +8.5% |
| YTD | +24.4% | +28.3% | -3.9% | +21.2% |
| 1Y | +6.7% | +48.3% | -41.7% | +2.4% |
| 3Y | +9.2% | +95.9% | -86.7% | +1.6% |
| 5Y | +27.4% | +66.6% | -39.2% | +19.7% |
| 10Y | +164.8% | +54.5% | +110.3% | +144.7% |
| All | +3,189.4% | +6,660.0% | -3,470.6% | +1,884.6% |
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 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