-12.0%
CHYM vs INCY
+78.8%
-90.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.3% | -5.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.2% |
| 30D | +3.0% | +1.8% | +1.1% | +2.8% |
| 3M | +98.7% | +17.0% | +81.7% | +92.5% |
| 6M | +46.4% | +28.4% | +18.0% | +38.9% |
| YTD | +29.8% | +24.8% | +5.0% | +23.2% |
| 1Y | +40.5% | +42.9% | -2.5% | +30.6% |
| All | -12.0% | +78.8% | -90.8% | -23.9% |
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