+358.8%
APP vs INCY
+67.2%
+291.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -10.0% | +3.2% | -13.2% | -11.0% |
| 3M | -44.6% | +23.6% | -68.3% | -48.4% |
| 6M | -37.9% | +29.7% | -67.5% | -43.3% |
| YTD | -53.7% | +25.9% | -79.6% | -57.7% |
| 1Y | -43.0% | +43.7% | -86.7% | -50.8% |
| 3Y | +640.8% | +94.4% | +546.3% | +436.0% |
| 5Y | +358.8% | +68.0% | +290.9% | +263.8% |
| All | +358.8% | +67.2% | +291.7% | +263.8% |
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