-43.3%
CHWY vs INCY
+41.2%
-84.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.8% |
| 7D | -13.6% | -4.2% | -9.4% | -12.9% |
| 30D | -8.5% | +0.6% | -9.1% | -8.7% |
| 3M | +8.9% | +12.6% | -3.8% | +6.9% |
| 6M | -20.5% | +28.3% | -48.8% | -23.7% |
| YTD | -38.2% | +23.0% | -61.1% | -40.1% |
| 1Y | -43.3% | +41.0% | -84.2% | -45.5% |
| All | -43.3% | +41.2% | -84.5% | -45.5% |
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