+48.9%
CIEN vs INCY
+20.6%
+28.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.5% | -13.8% | -9.0% |
| 7D | -25.0% | +5.1% | -30.2% | -24.8% |
| 30D | -30.1% | +7.6% | -37.8% | -29.9% |
| 3M | -33.8% | +1.9% | -35.6% | -33.3% |
| 6M | -49.4% | +26.5% | -75.9% | -53.2% |
| YTD | +16.4% | +24.4% | -8.0% | +6.3% |
| 1Y | +48.9% | +19.4% | +29.5% | +38.8% |
| All | +48.9% | +20.6% | +28.3% | +38.8% |
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