+230.1%
CCEP vs INCY
+54.2%
+175.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.8% | -4.2% | +1.3% | -2.3% |
| 30D | -4.0% | +0.6% | -4.6% | -4.2% |
| 3M | +5.2% | +12.6% | -7.4% | +3.4% |
| 6M | +2.7% | +28.3% | -25.6% | -0.9% |
| YTD | +14.5% | +23.0% | -8.5% | +10.9% |
| 1Y | +17.2% | +41.0% | -23.8% | +11.2% |
| 3Y | +79.3% | +88.6% | -9.3% | +60.9% |
| 5Y | +106.8% | +70.8% | +36.0% | +87.2% |
| All | +230.1% | +54.2% | +175.9% | +184.4% |
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 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