+916.7%
APO vs INCY
+54.2%
+862.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -3.5% | -4.2% | +0.7% | -2.4% |
| 30D | -6.6% | +0.6% | -7.1% | -6.8% |
| 3M | -3.3% | +12.6% | -15.9% | -6.9% |
| 6M | +22.6% | +28.3% | -5.7% | +13.5% |
| YTD | -9.8% | +23.0% | -32.8% | -15.8% |
| 1Y | -3.9% | +41.0% | -44.8% | -14.0% |
| 3Y | +52.5% | +88.6% | -36.1% | +22.3% |
| 5Y | +134.0% | +70.8% | +63.2% | +92.0% |
| All | +916.7% | +54.2% | +862.5% | +724.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling