+50.9%
APO vs INCY
+132.2%
-81.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.6% |
| 30D | +8.9% | +8.4% | +0.5% | +7.7% |
| 3M | -13.6% | +0.4% | -14.0% | -13.8% |
| 6M | -5.4% | +22.4% | -27.8% | -8.8% |
| YTD | -13.6% | +22.5% | -36.1% | -17.1% |
| 1Y | -2.5% | +14.8% | -17.2% | -5.3% |
| 3Y | +50.9% | +127.7% | -76.9% | +30.5% |
| All | +50.9% | +132.2% | -81.4% | +30.5% |
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 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