+95.4%
CAT vs INCY
+45.3%
+50.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.6% |
| 30D | -6.6% | +5.8% | -12.4% | -6.7% |
| 3M | -13.3% | +25.2% | -38.5% | -15.1% |
| 6M | +11.6% | +28.2% | -16.6% | +8.3% |
| YTD | +42.9% | +28.3% | +14.6% | +38.4% |
| 1Y | +95.4% | +48.3% | +47.1% | +87.9% |
| All | +95.4% | +45.3% | +50.2% | +87.9% |
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