-16.0%
CAG vs INCY
+31.3%
-47.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -6.6% | -2.2% | -4.4% | -6.3% |
| 30D | +2.3% | +3.7% | -1.4% | +1.7% |
| 3M | +16.3% | +22.1% | -5.8% | +13.8% |
| 6M | -16.0% | +29.8% | -45.8% | -18.6% |
| All | -16.0% | +31.3% | -47.4% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling