+291.1%
APH vs INCY
+100.4%
+190.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +5.0% | +1.9% | +3.0% | +4.8% |
| 30D | -3.9% | +5.8% | -9.7% | -4.4% |
| 3M | +13.0% | +25.2% | -12.2% | +9.6% |
| 6M | +25.2% | +28.2% | -3.1% | +20.8% |
| YTD | +22.9% | +28.3% | -5.4% | +18.7% |
| 1Y | +47.8% | +48.3% | -0.5% | +40.9% |
| All | +291.1% | +100.4% | +190.7% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling