-19.8%
CEG vs INCY
+12.6%
-32.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +17.8% | +3.1% | +14.7% | +18.2% |
| 30D | -4.5% | +12.0% | -16.6% | -3.4% |
| 3M | +1.5% | +0.8% | +0.7% | +2.3% |
| 6M | -3.5% | +22.8% | -26.3% | -2.5% |
| YTD | -19.7% | +23.2% | -42.9% | -18.4% |
| 1Y | -19.8% | +12.4% | -32.2% | -16.0% |
| All | -19.8% | +12.6% | -32.4% | -16.0% |
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 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