+136.0%
APO vs INCY
+69.9%
+66.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -0.4% | +3.7% | -4.0% | -1.3% |
| 3M | -0.9% | +22.1% | -22.9% | -6.2% |
| 6M | +22.1% | +29.8% | -7.6% | +13.4% |
| YTD | -8.4% | +27.6% | -36.0% | -14.8% |
| 1Y | -0.9% | +47.2% | -48.2% | -12.1% |
| 3Y | +56.1% | +97.0% | -40.8% | +23.6% |
| 5Y | +136.0% | +73.4% | +62.7% | +94.4% |
| All | +136.0% | +69.9% | +66.1% | +94.4% |
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 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