-0.9%
CCL vs INCY
+69.9%
-70.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.7% |
| 7D | -4.4% | -2.2% | -2.2% | -3.6% |
| 30D | -18.2% | +3.7% | -21.9% | -19.4% |
| 3M | -17.7% | +22.1% | -39.8% | -24.4% |
| 6M | -13.0% | +29.8% | -42.8% | -22.1% |
| YTD | -24.5% | +27.6% | -52.1% | -32.1% |
| 1Y | -26.9% | +47.2% | -74.1% | -38.3% |
| 3Y | +50.8% | +97.0% | -46.2% | +8.5% |
| 5Y | -0.9% | +73.4% | -74.3% | -25.0% |
| All | -0.9% | +69.9% | -70.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling