-43.4%
CCL vs INCY
+56.5%
-99.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -4.3% | -3.7% | -0.6% | -3.3% |
| 30D | -19.0% | +1.8% | -20.8% | -19.4% |
| 3M | -13.1% | +17.0% | -30.1% | -17.3% |
| 6M | -13.3% | +28.4% | -41.7% | -19.6% |
| YTD | -25.2% | +24.8% | -50.1% | -30.3% |
| 1Y | -27.2% | +42.9% | -70.1% | -34.9% |
| 3Y | +49.2% | +92.7% | -43.5% | +20.3% |
| 5Y | +0.4% | +73.3% | -73.0% | -17.0% |
| All | -43.4% | +56.5% | -99.9% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling