+1,157.1%
CAT vs INCY
+56.1%
+1,101.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | -2.6% | +3.7% | -6.3% | -3.4% |
| 3M | -10.7% | +22.1% | -32.7% | -14.6% |
| 6M | +16.1% | +29.8% | -13.6% | +9.4% |
| YTD | +43.2% | +27.6% | +15.7% | +35.2% |
| 1Y | +96.8% | +47.2% | +49.6% | +79.8% |
| 3Y | +201.4% | +97.0% | +104.4% | +154.4% |
| 5Y | +332.7% | +73.4% | +259.3% | +271.3% |
| 10Y | +1,157.1% | +59.2% | +1,097.9% | +794.6% |
| All | +1,157.1% | +56.1% | +1,101.0% | +794.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling