+15,760.2%
CAT vs INCY
+6,660.0%
+9,100.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | -6.6% | +5.8% | -12.4% | -7.2% |
| 3M | -13.3% | +25.2% | -38.5% | -15.9% |
| 6M | +11.6% | +28.2% | -16.6% | +7.8% |
| YTD | +42.9% | +28.3% | +14.6% | +37.9% |
| 1Y | +95.4% | +48.3% | +47.1% | +84.9% |
| 3Y | +196.6% | +95.9% | +100.7% | +168.6% |
| 5Y | +321.7% | +66.6% | +255.1% | +287.3% |
| 10Y | +1,140.8% | +54.5% | +1,086.3% | +1,014.5% |
| All | +15,760.2% | +6,660.0% | +9,100.2% | +6,821.6% |
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 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