+141.0%
CI vs INCY
+56.1%
+84.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | +0.5% | +3.7% | -3.2% | -0.4% |
| 3M | -5.2% | +22.1% | -27.2% | -9.5% |
| 6M | +4.3% | +29.8% | -25.4% | -1.9% |
| YTD | +2.8% | +27.6% | -24.8% | -3.2% |
| 1Y | -5.8% | +47.2% | -53.0% | -14.4% |
| 3Y | +4.7% | +97.0% | -92.2% | -13.1% |
| 5Y | +42.7% | +73.4% | -30.7% | +20.7% |
| 10Y | +141.0% | +59.2% | +81.7% | +82.3% |
| All | +141.0% | +56.1% | +84.8% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling