-68.8%
APTV vs INCY
+69.5%
-138.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +3.2% |
| 7D | -1.8% | -3.7% | +1.9% | -0.9% |
| 30D | -7.9% | +1.8% | -9.7% | -8.4% |
| 3M | -29.9% | +17.0% | -46.9% | -33.2% |
| 6M | -36.6% | +28.4% | -65.0% | -41.4% |
| YTD | -40.0% | +24.8% | -64.8% | -44.3% |
| 1Y | -44.0% | +42.9% | -86.9% | -50.4% |
| 3Y | -54.5% | +92.7% | -147.2% | -64.6% |
| 5Y | -68.8% | +73.3% | -142.1% | -75.0% |
| All | -68.8% | +69.5% | -138.3% | -75.0% |
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