+74.7%
CART vs INCY
+103.2%
-28.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +19.2% | +8.4% | +10.7% | +18.6% |
| 3M | +17.6% | +0.4% | +17.2% | +17.5% |
| 6M | +47.4% | +22.4% | +24.9% | +45.8% |
| YTD | +30.9% | +22.5% | +8.4% | +29.6% |
| 1Y | +46.0% | +14.8% | +31.2% | +45.0% |
| 3Y | +130.3% | +127.7% | +2.6% | +107.8% |
| All | +74.7% | +103.2% | -28.5% | +68.2% |
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 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