-35.9%
APP vs INCY
+45.3%
-81.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.7% |
| 30D | -23.3% | +5.8% | -29.1% | -23.6% |
| 3M | -42.6% | +25.2% | -67.8% | -42.8% |
| 6M | -33.6% | +28.2% | -61.8% | -34.0% |
| YTD | -52.4% | +28.3% | -80.8% | -52.9% |
| 1Y | -35.9% | +48.3% | -84.2% | -40.6% |
| All | -35.9% | +45.3% | -81.1% | -40.6% |
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