+180.6%
CEG vs INCY
+95.0%
+85.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +6.7% | -0.5% | +7.2% | +6.7% |
| 30D | +11.0% | +3.2% | +7.8% | +11.0% |
| 3M | +19.5% | +23.6% | -4.1% | +19.3% |
| 6M | -5.9% | +29.7% | -35.5% | -6.0% |
| YTD | -15.0% | +25.9% | -40.9% | -15.0% |
| 1Y | +0.6% | +43.7% | -43.1% | +0.3% |
| 3Y | +180.6% | +94.4% | +86.2% | +171.3% |
| All | +180.6% | +95.0% | +85.7% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling