+11,597.3%
CAT vs INCY
+6,400.8%
+5,196.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 3M | -28.7% | +1.1% | -29.8% | -29.0% |
| 6M | -33.0% | +23.7% | -56.7% | -35.1% |
| YTD | +5.4% | +23.4% | -18.0% | +2.1% |
| 1Y | +7.3% | +15.0% | -7.8% | +4.7% |
| 3Y | +166.0% | +132.1% | +34.0% | +135.8% |
| 5Y | +210.1% | +83.2% | +126.9% | +181.6% |
| 10Y | +712.5% | +17.1% | +695.5% | +653.3% |
| All | +11,597.3% | +6,400.8% | +5,196.5% | +5,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling