+251.7%
CB vs INCY
+15.3%
+236.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +7.3% | +8.4% | -1.1% | +6.2% |
| 3M | +9.4% | +0.4% | +9.0% | +9.2% |
| 6M | +19.6% | +22.4% | -2.8% | +16.3% |
| YTD | +21.5% | +22.5% | -1.0% | +17.7% |
| 1Y | +28.0% | +14.8% | +13.2% | +25.0% |
| 3Y | +74.9% | +127.7% | -52.9% | +54.0% |
| 5Y | +108.1% | +84.4% | +23.8% | +88.0% |
| All | +251.7% | +15.3% | +236.3% | +215.2% |
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