+270.9%
APH vs INCY
+132.2%
+138.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | -5.4% | +8.4% | -13.8% | -6.0% |
| 3M | -5.5% | +0.4% | -5.8% | -5.5% |
| 6M | +25.9% | +22.4% | +3.5% | +22.2% |
| YTD | +16.4% | +22.5% | -6.1% | +12.8% |
| 1Y | +16.5% | +14.8% | +1.7% | +13.5% |
| 3Y | +270.9% | +127.7% | +143.1% | +237.0% |
| All | +270.9% | +132.2% | +138.6% | +237.0% |
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 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