+1,659.1%
APO vs INCY
+713.0%
+946.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | +8.9% | +8.4% | +0.5% | +7.0% |
| 3M | -13.6% | +0.4% | -14.0% | -13.9% |
| 6M | -5.4% | +22.4% | -27.8% | -10.1% |
| YTD | -13.6% | +22.5% | -36.1% | -18.3% |
| 1Y | -2.5% | +14.8% | -17.2% | -6.5% |
| 3Y | +50.9% | +127.7% | -76.9% | +21.9% |
| 5Y | +81.4% | +84.4% | -3.0% | +53.2% |
| 10Y | +843.9% | +15.7% | +828.2% | +727.5% |
| All | +1,659.1% | +713.0% | +946.1% | +847.4% |
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 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