-89.6%
CDE vs INCY
+6,474.9%
-6,564.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.9% |
| 7D | -6.1% | -3.7% | -2.4% | -5.7% |
| 30D | +9.5% | +1.8% | +7.6% | +9.4% |
| 3M | +32.0% | +17.0% | +15.0% | +29.9% |
| 6M | -12.8% | +28.4% | -41.2% | -15.0% |
| YTD | +14.2% | +24.8% | -10.6% | +11.6% |
| 1Y | +36.3% | +42.9% | -6.6% | +31.2% |
| 3Y | +821.4% | +92.7% | +728.7% | +754.2% |
| 5Y | +194.3% | +73.3% | +120.9% | +174.9% |
| 10Y | +53.2% | +55.8% | -2.6% | +41.6% |
| All | -89.6% | +6,474.9% | -6,564.6% | -92.6% |
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