+3,363.9%
APD vs INCY
+6,421.1%
-3,057.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +11.0% | +9.8% | +1.2% | +10.1% |
| 3M | +2.6% | +1.0% | +1.6% | +2.4% |
| 6M | +4.8% | +21.9% | -17.0% | +2.7% |
| YTD | +31.0% | +23.8% | +7.2% | +28.0% |
| 1Y | +23.4% | +13.0% | +10.3% | +21.5% |
| 3Y | +28.4% | +133.2% | -104.8% | +17.5% |
| 5Y | +15.2% | +87.8% | -72.6% | +7.2% |
| 10Y | +190.7% | +17.0% | +173.7% | +175.2% |
| All | +3,363.9% | +6,421.1% | -3,057.2% | +1,995.8% |
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