-26.3%
APH vs INCY
+45.3%
-71.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -47.8% |
| 7D | -48.7% | -0.8% | -47.9% | -48.5% |
| 30D | -51.9% | +5.8% | -57.7% | -52.1% |
| 3M | -43.6% | +25.2% | -68.8% | -46.3% |
| 6M | -37.5% | +28.2% | -65.7% | -41.2% |
| YTD | -38.6% | +28.3% | -67.0% | -42.4% |
| 1Y | -26.3% | +48.3% | -74.7% | -31.8% |
| All | -26.3% | +45.3% | -71.6% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling