+3,378.7%
APD vs INCY
+6,351.7%
-2,973.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +8.2% | +8.4% | -0.2% | +7.4% |
| 3M | +4.3% | +0.4% | +3.9% | +4.2% |
| 6M | +4.7% | +22.4% | -17.7% | +2.5% |
| YTD | +31.5% | +22.5% | +9.1% | +28.6% |
| 1Y | +23.5% | +14.8% | +8.8% | +21.5% |
| 3Y | +29.1% | +127.7% | -98.6% | +18.5% |
| 5Y | +15.9% | +84.4% | -68.5% | +8.1% |
| 10Y | +191.9% | +15.7% | +176.2% | +176.6% |
| All | +3,378.7% | +6,351.7% | -2,973.0% | +2,006.8% |
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