+1,604.2%
CCJ vs INCY
+1,455.0%
+149.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.4% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +4.7% | +3.2% | +1.5% | +4.3% |
| 3M | -3.3% | +23.6% | -26.9% | -5.7% |
| 6M | -7.0% | +29.7% | -36.7% | -9.9% |
| YTD | +11.5% | +25.9% | -14.5% | +8.2% |
| 1Y | +32.3% | +43.7% | -11.4% | +26.4% |
| 3Y | +176.8% | +94.4% | +82.4% | +153.0% |
| 5Y | +351.8% | +68.0% | +283.8% | +318.7% |
| 10Y | +1,080.5% | +52.5% | +1,028.0% | +973.7% |
| All | +1,604.2% | +1,455.0% | +149.2% | +825.9% |
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