+179.9%
APTV vs INCY
+840.3%
-660.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -4.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -7.7% | +3.2% | -10.9% | -8.4% |
| 3M | -34.0% | +23.6% | -57.6% | -37.2% |
| 6M | -37.1% | +29.7% | -66.8% | -40.9% |
| YTD | -39.9% | +25.9% | -65.8% | -43.3% |
| 1Y | -44.4% | +43.7% | -88.2% | -49.2% |
| 3Y | -54.5% | +94.4% | -148.9% | -61.7% |
| 5Y | -69.1% | +68.0% | -137.1% | -73.3% |
| 10Y | -20.0% | +52.5% | -72.5% | -33.2% |
| All | +179.9% | +840.3% | -660.4% | +66.9% |
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 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