+42,074.3%
APH vs INCY
+6,660.0%
+35,414.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -48.2% |
| 7D | -48.7% | -0.8% | -47.9% | -48.8% |
| 30D | -51.9% | +5.8% | -57.7% | -52.5% |
| 3M | -43.6% | +25.2% | -68.8% | -45.8% |
| 6M | -37.5% | +28.2% | -65.7% | -40.3% |
| YTD | -38.6% | +28.3% | -67.0% | -41.4% |
| 1Y | -26.3% | +48.3% | -74.7% | -31.2% |
| 3Y | +89.2% | +95.9% | -6.7% | +67.1% |
| 5Y | +119.8% | +66.6% | +53.2% | +97.6% |
| 10Y | +454.3% | +54.5% | +399.7% | +384.4% |
| All | +42,074.3% | +6,660.0% | +35,414.3% | +17,271.5% |
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