+503.8%
APP vs INCY
+46.9%
+456.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +10.6% | +3.1% | +7.4% | +9.6% |
| 30D | +44.6% | +12.0% | +32.5% | +38.7% |
| 3M | +29.6% | +0.8% | +28.8% | +28.6% |
| 6M | -19.8% | +22.8% | -42.5% | -26.0% |
| YTD | -41.6% | +23.2% | -64.8% | -46.8% |
| 1Y | -32.7% | +12.4% | -45.1% | -36.5% |
| 3Y | +799.0% | +132.1% | +666.9% | +459.3% |
| 5Y | +250.4% | +85.5% | +164.9% | +169.4% |
| All | +503.8% | +46.9% | +456.9% | +409.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling