+17.1%
CDNS vs INCY
+92.5%
-75.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -6.5% | -3.7% | -2.8% | -5.9% |
| 30D | -13.0% | +1.8% | -14.8% | -13.3% |
| 3M | -26.0% | +17.0% | -43.0% | -28.3% |
| 6M | -2.8% | +28.4% | -31.2% | -7.7% |
| YTD | -8.8% | +24.8% | -33.7% | -13.1% |
| 1Y | -15.8% | +42.9% | -58.8% | -22.5% |
| All | +17.1% | +92.5% | -75.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling