-26.4%
APP vs INCY
+12.8%
-39.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +4.6% | +1.1% | +3.5% | +4.6% |
| 30D | +56.0% | +8.4% | +47.6% | +54.9% |
| 3M | +30.8% | +0.4% | +30.5% | +30.6% |
| 6M | -9.8% | +22.4% | -32.2% | -8.4% |
| YTD | -39.3% | +22.5% | -61.8% | -38.8% |
| 1Y | -26.4% | +14.8% | -41.2% | -24.1% |
| All | -26.4% | +12.8% | -39.2% | -24.1% |
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