+223.5%
CB vs INCY
+56.1%
+167.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | -3.1% | +3.7% | -6.7% | -3.5% |
| 3M | +4.2% | +22.1% | -17.9% | +1.5% |
| 6M | +4.7% | +29.8% | -25.1% | +1.1% |
| YTD | +8.8% | +27.6% | -18.8% | +5.1% |
| 1Y | +22.6% | +47.2% | -24.6% | +16.1% |
| 3Y | +70.6% | +97.0% | -26.3% | +53.7% |
| 5Y | +99.4% | +73.4% | +26.1% | +81.6% |
| 10Y | +223.5% | +59.2% | +164.2% | +167.7% |
| All | +223.5% | +56.1% | +167.3% | +167.7% |
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