-4.9%
CDNS vs INCY
+15.8%
-20.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.6% | -5.3% |
| 7D | -9.1% | +1.0% | -10.2% | -9.1% |
| 30D | -13.4% | +4.7% | -18.1% | -13.5% |
| 3M | -7.6% | -1.5% | -6.1% | -7.5% |
| 6M | -11.9% | +21.1% | -33.0% | -13.5% |
| YTD | -0.4% | +19.5% | -19.8% | -1.8% |
| 1Y | -4.9% | +11.6% | -16.6% | -6.7% |
| All | -4.9% | +15.8% | -20.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling