-53.0%
CELH vs INCY
+41.2%
-94.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -11.2% | -4.2% | -7.1% | -10.4% |
| 30D | -1.4% | +0.6% | -2.0% | -1.4% |
| 3M | -4.2% | +12.6% | -16.8% | -5.0% |
| 6M | -40.5% | +28.3% | -68.8% | -42.3% |
| YTD | -40.5% | +23.0% | -63.5% | -41.4% |
| 1Y | -53.0% | +41.0% | -94.0% | -55.7% |
| All | -53.0% | +41.2% | -94.2% | -55.7% |
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 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