+52.3%
CCL vs INCY
+94.3%
-42.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.7% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -20.0% | +3.2% | -23.2% | -20.9% |
| 3M | -13.7% | +23.6% | -37.3% | -19.9% |
| 6M | -9.0% | +29.7% | -38.7% | -17.1% |
| YTD | -22.8% | +25.9% | -48.8% | -29.1% |
| 1Y | -25.3% | +43.7% | -69.0% | -34.5% |
| All | +52.3% | +94.3% | -42.0% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling