+1,082.1%
CCJ vs INCY
+1,412.1%
-330.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | -13.2% | +8.4% | -21.6% | -14.0% |
| 3M | -27.6% | +0.4% | -28.0% | -27.7% |
| 6M | -38.7% | +22.4% | -61.1% | -40.3% |
| YTD | -22.7% | +22.5% | -45.2% | -24.8% |
| 1Y | -17.6% | +14.8% | -32.3% | -19.3% |
| 3Y | +62.7% | +127.7% | -65.0% | +46.1% |
| 5Y | +159.7% | +84.4% | +75.4% | +138.5% |
| 10Y | +769.3% | +15.7% | +753.6% | +714.5% |
| All | +1,082.1% | +1,412.1% | -330.0% | +543.6% |
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 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