+96.8%
CAT vs INCY
+45.9%
+51.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +2.9% | -2.2% | +5.1% | +3.0% |
| 30D | -2.6% | +3.7% | -6.3% | -2.7% |
| 3M | -10.7% | +22.1% | -32.7% | -12.2% |
| 6M | +16.1% | +29.8% | -13.6% | +12.4% |
| YTD | +43.2% | +27.6% | +15.7% | +38.8% |
| 1Y | +96.8% | +47.2% | +49.6% | +90.5% |
| All | +96.8% | +45.9% | +51.0% | +90.5% |
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 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