+333.5%
CAT vs INCY
+67.2%
+266.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +5.6% | -0.5% | +6.0% | +5.6% |
| 30D | -2.3% | +3.2% | -5.5% | -2.9% |
| 3M | -10.0% | +23.6% | -33.6% | -13.8% |
| 6M | +21.2% | +29.7% | -8.4% | +14.8% |
| YTD | +44.4% | +25.9% | +18.5% | +37.3% |
| 1Y | +96.3% | +43.7% | +52.6% | +81.3% |
| 3Y | +203.9% | +94.4% | +109.5% | +159.9% |
| 5Y | +333.5% | +68.0% | +265.5% | +275.1% |
| All | +333.5% | +67.2% | +266.3% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling