+528.8%
APP vs INCY
+47.1%
+481.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.2% |
| 7D | +79.2% | +1.5% | +77.6% | +77.8% |
| 30D | +48.0% | +8.1% | +39.9% | +43.6% |
| 3M | +18.2% | +1.1% | +17.1% | +17.1% |
| 6M | -12.5% | +23.7% | -36.2% | -19.5% |
| YTD | -39.2% | +23.4% | -62.6% | -44.6% |
| 1Y | -33.9% | +15.0% | -48.9% | -38.3% |
| 3Y | +933.3% | +132.1% | +801.2% | +543.0% |
| 5Y | +295.9% | +83.2% | +212.7% | +205.7% |
| All | +528.8% | +47.1% | +481.7% | +430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling