+355.9%
APH vs INCY
+67.3%
+288.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +5.0% | +1.9% | +3.0% | +4.6% |
| 30D | -3.9% | +5.8% | -9.7% | -4.7% |
| 3M | +13.0% | +25.2% | -12.2% | +8.1% |
| 6M | +25.2% | +28.2% | -3.1% | +19.0% |
| YTD | +22.9% | +28.3% | -5.4% | +16.8% |
| 1Y | +47.8% | +48.3% | -0.5% | +37.0% |
| 3Y | +283.0% | +95.9% | +187.1% | +231.6% |
| All | +355.9% | +67.3% | +288.7% | +296.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling