+5,046.4%
CAH vs INCY
+6,534.7%
-1,488.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +1.7% | +3.2% | -1.5% | +1.4% |
| 3M | +17.9% | +23.6% | -5.7% | +15.2% |
| 6M | +10.9% | +29.7% | -18.7% | +7.8% |
| YTD | +17.9% | +25.9% | -8.1% | +14.8% |
| 1Y | +61.7% | +43.7% | +18.0% | +55.2% |
| 3Y | +183.7% | +94.4% | +89.3% | +161.7% |
| 5Y | +401.3% | +68.0% | +333.4% | +366.9% |
| 10Y | +293.7% | +52.5% | +241.1% | +261.7% |
| All | +5,046.4% | +6,534.7% | -1,488.3% | +2,916.8% |
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