+506.6%
APP vs INCY
+45.2%
+461.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.1% |
| 7D | +61.1% | +2.3% | +58.8% | +59.6% |
| 30D | +42.8% | +6.7% | +36.1% | +39.1% |
| 3M | +16.7% | -1.0% | +17.7% | +16.4% |
| 6M | -15.6% | +22.1% | -37.6% | -22.0% |
| YTD | -41.3% | +21.8% | -63.1% | -46.4% |
| 1Y | -39.3% | +13.5% | -52.8% | -43.1% |
| 3Y | +803.2% | +129.4% | +673.8% | +463.8% |
| 5Y | +313.2% | +84.0% | +229.2% | +218.3% |
| All | +506.6% | +45.2% | +461.4% | +413.9% |
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