+41.9%
CI vs INCY
+67.2%
-25.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.5% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -1.8% | +3.2% | -5.0% | -2.4% |
| 3M | -4.2% | +23.6% | -27.8% | -7.5% |
| 6M | +2.7% | +29.7% | -27.0% | -1.7% |
| YTD | +1.9% | +25.9% | -24.0% | -2.2% |
| 1Y | -6.3% | +43.7% | -50.0% | -12.1% |
| 3Y | +3.9% | +94.4% | -90.6% | -9.1% |
| 5Y | +41.9% | +68.0% | -26.1% | +28.2% |
| All | +41.9% | +67.2% | -25.3% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling