+48.9%
APH vs INCY
+43.8%
+5.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | -3.3% | +3.2% | -6.5% | -3.7% |
| 3M | +14.0% | +23.6% | -9.6% | +8.2% |
| 6M | +24.4% | +29.7% | -5.2% | +15.8% |
| YTD | +21.4% | +25.9% | -4.5% | +13.6% |
| 1Y | +48.9% | +43.7% | +5.2% | +37.0% |
| All | +48.9% | +43.8% | +5.1% | +37.0% |
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