+639.5%
CEG vs INCY
+68.9%
+570.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.9% |
| 7D | +8.0% | +1.9% | +6.1% | +7.9% |
| 30D | +12.9% | +5.8% | +7.1% | +12.6% |
| 3M | +13.2% | +25.2% | -12.0% | +11.4% |
| 6M | -7.0% | +28.2% | -35.2% | -8.7% |
| YTD | -15.0% | +28.3% | -43.3% | -16.6% |
| 1Y | -2.7% | +48.3% | -51.1% | -5.9% |
| 3Y | +184.1% | +95.9% | +88.1% | +163.9% |
| All | +639.5% | +68.9% | +570.6% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling