-49.3%
CCI vs INCY
+69.3%
-118.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.6% |
| 7D | -0.3% | -4.2% | +3.9% | +0.4% |
| 30D | +2.2% | +0.6% | +1.7% | +2.0% |
| 3M | -16.9% | +12.6% | -29.5% | -18.8% |
| 6M | -11.5% | +28.3% | -39.9% | -15.6% |
| YTD | -12.8% | +23.0% | -35.8% | -16.5% |
| 1Y | -17.1% | +41.0% | -58.0% | -22.7% |
| 3Y | -9.6% | +88.6% | -98.2% | -22.6% |
| All | -49.3% | +69.3% | -118.6% | -56.6% |
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