-2.7%
CEG vs INCY
+45.3%
-48.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +8.0% | +1.9% | +6.1% | +8.1% |
| 30D | +12.9% | +5.8% | +7.1% | +13.2% |
| 3M | +13.2% | +25.2% | -12.0% | +13.0% |
| 6M | -7.0% | +28.2% | -35.2% | -7.0% |
| YTD | -15.0% | +28.3% | -43.3% | -14.8% |
| 1Y | -2.7% | +48.3% | -51.1% | -6.3% |
| All | -2.7% | +45.3% | -48.0% | -6.3% |
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