+8.9%
CAT vs INCY
+20.6%
-11.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.7% | -5.2% |
| 7D | -17.1% | +5.1% | -22.2% | -17.1% |
| 30D | -30.1% | +7.6% | -37.8% | -30.1% |
| 3M | -32.4% | +1.9% | -34.2% | -32.3% |
| 6M | -32.1% | +26.5% | -58.6% | -34.7% |
| YTD | +4.1% | +24.4% | -20.3% | -1.5% |
| 1Y | +8.9% | +19.4% | -10.5% | +4.7% |
| All | +8.9% | +20.6% | -11.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling