-45.3%
APP vs INCY
+45.9%
-91.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | -10.0% | +3.7% | -13.7% | -10.3% |
| 3M | -41.4% | +22.1% | -63.5% | -41.7% |
| 6M | -41.0% | +29.8% | -70.8% | -41.6% |
| YTD | -54.7% | +27.6% | -82.3% | -55.4% |
| 1Y | -45.3% | +47.2% | -92.6% | -50.4% |
| All | -45.3% | +45.9% | -91.2% | -50.4% |
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