+81,712.2%
APH vs INCY
+6,281.3%
+75,430.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.9% |
| 7D | -5.9% | -0.6% | -5.3% | -5.9% |
| 30D | -14.8% | +5.5% | -20.3% | -15.6% |
| 3M | -12.4% | +1.1% | -13.5% | -12.8% |
| 6M | +8.1% | +19.8% | -11.8% | +4.5% |
| YTD | +10.9% | +21.1% | -10.2% | +7.0% |
| 1Y | +8.8% | +13.7% | -5.0% | +5.8% |
| 3Y | +262.1% | +119.3% | +142.8% | +215.3% |
| 5Y | +283.1% | +76.3% | +206.8% | +242.9% |
| 10Y | +908.1% | +36.6% | +871.5% | +799.4% |
| All | +81,712.2% | +6,281.3% | +75,430.8% | +33,943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling