+8,755.4%
CCEP vs INCY
+6,390.7%
+2,364.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.3% | +3.1% | -3.4% | -0.5% |
| 30D | +11.0% | +12.0% | -1.1% | +10.0% |
| 3M | +9.2% | +0.8% | +8.4% | +9.1% |
| 6M | +27.2% | +22.8% | +4.4% | +25.0% |
| YTD | +30.3% | +23.2% | +7.1% | +27.8% |
| 1Y | +28.7% | +12.4% | +16.3% | +27.1% |
| 3Y | +109.4% | +132.1% | -22.7% | +94.0% |
| 5Y | +144.1% | +85.5% | +58.6% | +129.5% |
| 10Y | +332.0% | +16.4% | +315.6% | +311.5% |
| All | +8,755.4% | +6,390.7% | +2,364.8% | +5,102.5% |
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 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