+365.8%
CCL vs INCY
+6,351.7%
-5,986.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +13.1% | +8.4% | +4.7% | +11.8% |
| 3M | +3.4% | +0.4% | +3.0% | +3.2% |
| 6M | +18.7% | +22.4% | -3.7% | +14.9% |
| YTD | -2.3% | +22.5% | -24.7% | -5.4% |
| 1Y | +14.2% | +14.8% | -0.6% | +11.5% |
| 3Y | +133.6% | +127.7% | +5.8% | +104.8% |
| 5Y | +33.5% | +84.4% | -50.9% | +20.7% |
| 10Y | -32.8% | +15.7% | -48.5% | -37.4% |
| All | +365.8% | +6,351.7% | -5,986.0% | +112.4% |
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