+246.7%
CB vs INCY
+17.7%
+229.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | +7.3% | +9.8% | -2.5% | +6.0% |
| 3M | +7.0% | +1.0% | +6.0% | +6.7% |
| 6M | +16.3% | +21.9% | -5.5% | +13.2% |
| YTD | +19.7% | +23.8% | -4.1% | +15.9% |
| 1Y | +27.8% | +13.0% | +14.8% | +25.1% |
| 3Y | +72.0% | +133.2% | -61.2% | +51.0% |
| 5Y | +104.9% | +87.8% | +17.1% | +84.6% |
| 10Y | +246.7% | +17.0% | +229.7% | +210.3% |
| All | +246.7% | +17.7% | +229.0% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling