+110.1%
CCEP vs INCY
+134.7%
-24.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | +12.2% | +9.8% | +2.4% | +11.4% |
| 3M | +10.7% | +1.0% | +9.7% | +10.5% |
| 6M | +27.5% | +21.9% | +5.6% | +25.6% |
| YTD | +31.3% | +23.8% | +7.6% | +29.0% |
| 1Y | +29.9% | +13.0% | +16.9% | +28.2% |
| All | +110.1% | +134.7% | -24.6% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling