+626.9%
CEG vs INCY
+67.9%
+559.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +8.8% | +3.7% | +5.2% | +8.7% |
| 3M | +17.0% | +22.1% | -5.1% | +15.3% |
| 6M | -8.7% | +29.8% | -38.5% | -10.5% |
| YTD | -16.4% | +27.6% | -44.0% | -18.0% |
| 1Y | -1.8% | +47.2% | -49.0% | -4.9% |
| 3Y | +175.8% | +97.0% | +78.8% | +155.6% |
| All | +626.9% | +67.9% | +559.1% | +600.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling