+367.9%
APP vs INCY
+52.1%
+315.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.7% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | -10.0% | +3.7% | -13.7% | -11.1% |
| 3M | -41.4% | +22.1% | -63.5% | -45.4% |
| 6M | -41.0% | +29.8% | -70.8% | -46.5% |
| YTD | -54.7% | +27.6% | -82.3% | -59.1% |
| 1Y | -45.3% | +47.2% | -92.6% | -53.7% |
| 3Y | +624.3% | +97.0% | +527.3% | +412.4% |
| 5Y | +329.1% | +73.4% | +255.8% | +237.6% |
| All | +367.9% | +52.1% | +315.8% | +292.3% |
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 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