+394.0%
CAH vs INCY
+69.3%
+324.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.1% | -4.2% | -0.9% | -4.4% |
| 30D | +0.2% | +0.6% | -0.4% | +0.1% |
| 3M | +6.3% | +12.6% | -6.4% | +4.0% |
| 6M | +9.4% | +28.3% | -18.9% | +4.8% |
| YTD | +15.0% | +23.0% | -8.0% | +10.7% |
| 1Y | +55.4% | +41.0% | +14.5% | +46.3% |
| 3Y | +173.8% | +88.6% | +85.2% | +144.3% |
| All | +394.0% | +69.3% | +324.7% | +338.3% |
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