+607.3%
CEG vs INCY
+64.2%
+543.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.6% |
| 7D | +0.3% | -3.7% | +4.0% | +0.5% |
| 30D | +2.9% | +1.8% | +1.1% | +2.8% |
| 3M | +18.2% | +17.0% | +1.2% | +16.9% |
| 6M | -9.5% | +28.4% | -37.9% | -11.3% |
| YTD | -18.7% | +24.8% | -43.5% | -20.1% |
| 1Y | -10.1% | +42.9% | -53.1% | -12.8% |
| 3Y | +168.3% | +92.7% | +75.7% | +149.0% |
| All | +607.3% | +64.2% | +543.1% | +582.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling