+292.6%
APP vs INCY
+75.2%
+217.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.4% |
| 7D | +71.2% | -0.6% | +71.8% | +71.0% |
| 30D | +39.1% | +5.5% | +33.6% | +35.9% |
| 3M | +16.5% | +1.1% | +15.5% | +15.4% |
| 6M | -16.6% | +19.8% | -36.4% | -22.5% |
| YTD | -41.9% | +21.1% | -63.1% | -46.9% |
| 1Y | -37.0% | +13.7% | -50.8% | -41.1% |
| 3Y | +892.4% | +119.3% | +773.2% | +517.9% |
| All | +292.6% | +75.2% | +217.4% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling