+1.5%
CARR vs INCY
+89.7%
-88.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | -3.8% | -4.2% | +0.4% | -3.6% |
| 30D | -8.9% | +0.6% | -9.5% | -8.9% |
| 3M | -17.3% | +12.6% | -30.0% | -18.0% |
| 6M | -1.4% | +28.3% | -29.7% | -3.3% |
| YTD | +10.0% | +23.0% | -13.0% | +8.0% |
| 1Y | -6.4% | +41.0% | -47.3% | -8.8% |
| 3Y | +1.5% | +88.6% | -87.0% | -8.5% |
| All | +1.5% | +89.7% | -88.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling