-7.9%
CDE vs INCY
+26.6%
-34.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.6% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | +9.5% | +0.6% | +8.9% | +10.0% |
| 3M | +25.5% | +12.6% | +12.8% | +24.1% |
| 6M | -7.9% | +28.3% | -36.2% | -15.9% |
| All | -7.9% | +26.6% | -34.5% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling