-16.2%
CDNS vs INCY
+45.3%
-61.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -14.0% | +1.9% | -15.9% | -14.2% |
| 30D | -13.2% | +5.8% | -19.0% | -13.6% |
| 3M | -28.9% | +25.2% | -54.1% | -30.4% |
| 6M | -4.2% | +28.2% | -32.4% | -6.7% |
| YTD | -6.4% | +28.3% | -34.7% | -8.8% |
| 1Y | -16.2% | +48.3% | -64.6% | -23.0% |
| All | -16.2% | +45.3% | -61.5% | -23.0% |
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