-49.5%
CELH vs INCY
+45.3%
-94.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -7.0% | +1.9% | -8.9% | -7.4% |
| 30D | +5.2% | +5.8% | -0.6% | +4.2% |
| 3M | +10.5% | +25.2% | -14.7% | +7.8% |
| 6M | -32.7% | +28.2% | -60.9% | -34.9% |
| YTD | -33.0% | +28.3% | -61.3% | -34.5% |
| 1Y | -49.5% | +48.3% | -97.9% | -52.6% |
| All | -49.5% | +45.3% | -94.8% | -52.6% |
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