+598.5%
CEG vs INCY
+62.1%
+536.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +17.8% | +3.1% | +14.7% | +17.7% |
| 30D | -4.5% | +12.0% | -16.6% | -5.0% |
| 3M | +1.5% | +0.8% | +0.7% | +1.6% |
| 6M | -3.5% | +22.8% | -26.3% | -4.9% |
| YTD | -19.7% | +23.2% | -42.9% | -20.9% |
| 1Y | -19.8% | +12.4% | -32.2% | -20.4% |
| 3Y | +136.4% | +132.1% | +4.3% | +110.0% |
| All | +598.5% | +62.1% | +536.4% | +574.7% |
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