-37.7%
CAG vs INCY
+54.2%
-91.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -5.7% | -4.2% | -1.5% | -5.2% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | +9.8% | +12.6% | -2.9% | +8.3% |
| 6M | -10.8% | +28.3% | -39.2% | -13.4% |
| YTD | -10.8% | +23.0% | -33.8% | -13.2% |
| 1Y | -19.0% | +41.0% | -59.9% | -22.4% |
| 3Y | -39.7% | +88.6% | -128.3% | -44.7% |
| 5Y | -43.0% | +70.8% | -113.8% | -47.5% |
| All | -37.7% | +54.2% | -91.9% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling