+272.7%
CCL vs INCY
+6,660.0%
-6,387.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -5.0% | +1.9% | -7.0% | -5.3% |
| 30D | -20.3% | +5.8% | -26.1% | -21.0% |
| 3M | -15.1% | +25.2% | -40.3% | -18.1% |
| 6M | -15.1% | +28.2% | -43.3% | -18.3% |
| YTD | -21.8% | +28.3% | -50.1% | -24.8% |
| 1Y | -24.8% | +48.3% | -73.1% | -29.3% |
| 3Y | +51.9% | +95.9% | -44.1% | +36.1% |
| 5Y | +4.0% | +66.6% | -62.5% | -4.7% |
| 10Y | -42.2% | +54.5% | -96.8% | -48.3% |
| All | +272.7% | +6,660.0% | -6,387.3% | +68.9% |
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