+11,353.5%
CDNS vs INCY
+6,660.0%
+4,693.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -14.0% | +1.9% | -15.9% | -14.3% |
| 30D | -13.2% | +5.8% | -19.0% | -14.1% |
| 3M | -28.9% | +25.2% | -54.1% | -31.9% |
| 6M | -4.2% | +28.2% | -32.4% | -8.7% |
| YTD | -6.4% | +28.3% | -34.7% | -11.0% |
| 1Y | -16.2% | +48.3% | -64.6% | -22.6% |
| 3Y | +20.2% | +95.9% | -75.8% | +4.4% |
| 5Y | +76.6% | +66.6% | +10.1% | +57.1% |
| 10Y | +1,029.7% | +54.5% | +975.1% | +881.4% |
| All | +11,353.5% | +6,660.0% | +4,693.5% | +3,317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling