+166.0%
CAT vs INCY
+124.7%
+41.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.0% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -25.0% | +8.1% | -33.1% | -25.7% |
| 3M | -28.7% | +1.1% | -29.8% | -28.9% |
| 6M | -33.0% | +23.7% | -56.7% | -35.6% |
| YTD | +5.4% | +23.4% | -18.0% | +1.0% |
| 1Y | +7.3% | +15.0% | -7.8% | +3.9% |
| 3Y | +166.0% | +132.1% | +34.0% | +124.5% |
| All | +166.0% | +124.7% | +41.4% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling