-55.4%
APP vs INCY
+20.6%
-76.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +10.4% |
| 7D | +4.5% | +5.1% | -0.6% | +4.2% |
| 30D | -3.6% | +7.6% | -11.3% | -4.1% |
| 3M | -35.3% | +1.9% | -37.1% | -35.3% |
| 6M | -42.8% | +26.5% | -69.3% | -42.0% |
| YTD | -59.7% | +24.4% | -84.1% | -59.3% |
| 1Y | -55.4% | +19.4% | -74.7% | -54.6% |
| All | -55.4% | +20.6% | -76.0% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling