+366.0%
CAG vs INCY
+6,620.5%
-6,254.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -6.6% | -2.2% | -4.4% | -6.5% |
| 30D | +2.3% | +3.7% | -1.4% | +2.1% |
| 3M | +16.3% | +22.1% | -5.8% | +15.1% |
| 6M | -16.0% | +29.8% | -45.8% | -17.2% |
| YTD | -7.7% | +27.6% | -35.3% | -9.0% |
| 1Y | -16.0% | +47.2% | -63.2% | -17.9% |
| 3Y | -37.7% | +97.0% | -134.7% | -40.2% |
| 5Y | -41.2% | +73.4% | -114.6% | -43.4% |
| 10Y | -33.8% | +59.2% | -93.0% | -36.9% |
| All | +366.0% | +6,620.5% | -6,254.5% | +216.2% |
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