-46.5%
APTV vs INCY
+20.6%
-67.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +4.1% |
| 7D | -1.9% | +5.1% | -7.0% | -2.4% |
| 30D | -1.4% | +7.6% | -9.1% | -2.2% |
| 3M | -9.3% | +1.9% | -11.2% | -9.6% |
| 6M | -27.3% | +26.5% | -53.8% | -29.8% |
| YTD | -43.1% | +24.4% | -67.5% | -46.6% |
| 1Y | -46.5% | +19.4% | -65.9% | -48.9% |
| All | -46.5% | +20.6% | -67.1% | -48.9% |
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