-36.3%
CCI vs INCY
+83.5%
-119.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +14.4% | +8.4% | +6.0% | +12.7% |
| 3M | +21.7% | +0.4% | +21.3% | +21.4% |
| 6M | +4.0% | +22.4% | -18.4% | -0.1% |
| YTD | +6.2% | +22.5% | -16.3% | +1.5% |
| 1Y | +5.4% | +14.8% | -9.4% | +1.8% |
| 3Y | +11.7% | +127.7% | -116.0% | -11.2% |
| All | -36.3% | +83.5% | -119.8% | -47.0% |
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 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