+24.7%
CDNS vs INCY
+134.7%
-110.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -5.5% | +9.8% | -15.3% | -7.0% |
| 3M | +0.5% | +1.0% | -0.5% | +0.2% |
| 6M | -9.6% | +21.9% | -31.5% | -13.3% |
| YTD | +5.3% | +23.8% | -18.5% | +0.3% |
| 1Y | +3.4% | +13.0% | -9.7% | +0.2% |
| All | +24.7% | +134.7% | -110.0% | +1.0% |
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 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