+109.0%
CCEP vs INCY
+69.9%
+39.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | -2.1% | +3.7% | -5.8% | -2.6% |
| 3M | +7.2% | +22.1% | -14.9% | +4.2% |
| 6M | +3.3% | +29.8% | -26.5% | -0.5% |
| YTD | +15.7% | +27.6% | -11.9% | +11.4% |
| 1Y | +16.6% | +47.2% | -30.7% | +9.8% |
| 3Y | +84.3% | +97.0% | -12.7% | +62.5% |
| 5Y | +109.0% | +73.4% | +35.7% | +86.6% |
| All | +109.0% | +69.9% | +39.1% | +86.6% |
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