+142.3%
CCEP vs INCY
+86.4%
+55.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 3M | +10.7% | +1.0% | +9.7% | +10.4% |
| 6M | +27.5% | +21.9% | +5.6% | +23.9% |
| YTD | +31.3% | +23.8% | +7.6% | +26.9% |
| 1Y | +29.9% | +13.0% | +16.9% | +27.0% |
| 3Y | +111.1% | +133.2% | -22.1% | +77.2% |
| 5Y | +142.3% | +87.8% | +54.5% | +115.8% |
| All | +142.3% | +86.4% | +55.9% | +115.8% |
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