+22.2%
CCJ vs INCY
+43.3%
-21.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.9% |
| 7D | -3.2% | -3.7% | +0.5% | -3.1% |
| 30D | -1.3% | +1.8% | -3.2% | -1.2% |
| 3M | +2.5% | +17.0% | -14.5% | +2.6% |
| 6M | -18.9% | +28.4% | -47.3% | -19.4% |
| YTD | +6.5% | +24.8% | -18.3% | +6.6% |
| All | +22.2% | +43.3% | -21.2% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling