+97.4%
CB vs INCY
+67.2%
+30.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | -3.9% | +3.2% | -7.1% | -4.4% |
| 3M | +4.9% | +23.6% | -18.7% | +1.9% |
| 6M | +3.3% | +29.7% | -26.4% | -0.5% |
| YTD | +8.5% | +25.9% | -17.4% | +4.7% |
| 1Y | +22.1% | +43.7% | -21.7% | +15.2% |
| 3Y | +70.1% | +94.4% | -24.3% | +51.3% |
| 5Y | +97.4% | +68.0% | +29.4% | +77.4% |
| All | +97.4% | +67.2% | +30.2% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling