+1,804.4%
APO vs INCY
+751.8%
+1,052.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | +3.5% | +5.8% | -2.3% | +2.1% |
| 3M | +4.5% | +25.2% | -20.7% | -1.0% |
| 6M | +22.8% | +28.2% | -5.4% | +15.4% |
| YTD | -6.5% | +28.3% | -34.8% | -12.3% |
| 1Y | +0.8% | +48.3% | -47.5% | -8.7% |
| 3Y | +62.0% | +95.9% | -34.0% | +35.3% |
| 5Y | +138.2% | +66.6% | +71.7% | +105.2% |
| 10Y | +940.3% | +54.5% | +885.7% | +763.6% |
| All | +1,804.4% | +751.8% | +1,052.6% | +916.3% |
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