+77.1%
CDNS vs INCY
+83.5%
-6.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -2.0% | +8.4% | -10.4% | -3.9% |
| 3M | -0.2% | +0.4% | -0.6% | -0.6% |
| 6M | -8.9% | +22.4% | -31.3% | -14.4% |
| YTD | +3.3% | +22.5% | -19.1% | -3.4% |
| 1Y | +2.2% | +14.8% | -12.5% | -2.8% |
| 3Y | +22.4% | +127.7% | -105.3% | -10.7% |
| All | +77.1% | +83.5% | -6.3% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling