+7,969.3%
CCEP vs INCY
+6,534.7%
+1,434.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.6% | +3.2% | -4.8% | -1.9% |
| 3M | +11.9% | +23.6% | -11.7% | +9.9% |
| 6M | +7.5% | +29.7% | -22.2% | +5.1% |
| YTD | +18.7% | +25.9% | -7.2% | +16.3% |
| 1Y | +21.4% | +43.7% | -22.3% | +17.6% |
| 3Y | +89.1% | +94.4% | -5.3% | +77.6% |
| 5Y | +108.7% | +68.0% | +40.7% | +97.6% |
| 10Y | +241.0% | +52.5% | +188.4% | +218.1% |
| All | +7,969.3% | +6,534.7% | +1,434.7% | +4,634.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling