+8,879.6%
CCEP vs INCY
+6,351.7%
+2,527.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +10.6% | +8.4% | +2.2% | +9.9% |
| 3M | +10.3% | +0.4% | +9.9% | +10.2% |
| 6M | +31.1% | +22.4% | +8.7% | +28.8% |
| YTD | +32.1% | +22.5% | +9.6% | +29.7% |
| 1Y | +32.8% | +14.8% | +18.1% | +31.0% |
| 3Y | +111.3% | +127.7% | -16.4% | +96.0% |
| 5Y | +147.5% | +84.4% | +63.1% | +132.8% |
| 10Y | +338.1% | +15.7% | +322.3% | +317.5% |
| All | +8,879.6% | +6,351.7% | +2,527.9% | +5,177.9% |
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