+301.6%
CHTR vs INCY
+1,196.3%
-894.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.1% | +5.3% |
| 7D | -7.1% | -3.7% | -3.5% | -6.6% |
| 30D | -10.9% | +1.8% | -12.7% | -11.2% |
| 3M | +2.0% | +17.0% | -15.0% | -0.7% |
| 6M | -35.9% | +28.4% | -64.3% | -38.7% |
| YTD | -32.7% | +24.8% | -57.5% | -35.5% |
| 1Y | -46.6% | +42.9% | -89.5% | -50.1% |
| 3Y | -66.7% | +92.7% | -159.4% | -70.8% |
| 5Y | -82.1% | +73.3% | -155.5% | -84.1% |
| 10Y | -46.8% | +55.8% | -102.6% | -53.9% |
| All | +301.6% | +1,196.3% | -894.7% | +147.0% |
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