+107.3%
CELH vs INCY
+1,657.5%
-1,550.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.8% |
| 7D | -11.7% | -2.2% | -9.5% | -11.3% |
| 30D | +1.6% | +3.7% | -2.1% | +0.9% |
| 3M | -2.0% | +22.1% | -24.0% | -6.0% |
| 6M | -36.2% | +29.8% | -66.0% | -39.7% |
| YTD | -39.6% | +27.6% | -67.2% | -42.8% |
| 1Y | -50.7% | +47.2% | -97.9% | -54.8% |
| 3Y | -58.9% | +97.0% | -155.8% | -65.3% |
| 5Y | -5.4% | +73.4% | -78.7% | -18.0% |
| 10Y | +3,848.6% | +59.2% | +3,789.3% | +3,195.2% |
| All | +107.3% | +1,657.5% | -1,550.2% | +3.4% |
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