+6,106.2%
CI vs INCY
+6,316.0%
-209.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.7% |
| 7D | +2.6% | +2.3% | +0.3% | +2.3% |
| 30D | +7.3% | +6.7% | +0.7% | +6.6% |
| 3M | +9.5% | -1.0% | +10.5% | +9.5% |
| 6M | +6.4% | +22.1% | -15.6% | +3.9% |
| YTD | +12.0% | +21.8% | -9.8% | +9.2% |
| 1Y | +20.1% | +13.5% | +6.6% | +17.9% |
| 3Y | +9.6% | +129.4% | -119.8% | -1.4% |
| 5Y | +52.7% | +84.0% | -31.3% | +40.2% |
| 10Y | +150.3% | +14.9% | +135.4% | +135.6% |
| All | +6,106.2% | +6,316.0% | -209.8% | +3,399.9% |
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