-27.2%
CCL vs INCY
+43.7%
-70.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.1% |
| 30D | -19.0% | +1.8% | -20.8% | -19.5% |
| 3M | -13.1% | +17.0% | -30.1% | -18.2% |
| 6M | -13.3% | +28.4% | -41.7% | -22.0% |
| YTD | -25.2% | +24.8% | -50.1% | -32.3% |
| 1Y | -27.2% | +42.9% | -70.1% | -36.1% |
| All | -27.2% | +43.7% | -70.9% | -36.1% |
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