+1,500.5%
CIEN vs INCY
+54.2%
+1,446.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +5.9% | +4.8% |
| 7D | +8.9% | -4.2% | +13.1% | +9.9% |
| 30D | -19.1% | +0.6% | -19.7% | -19.3% |
| 3M | -21.5% | +12.6% | -34.1% | -24.4% |
| 6M | +2.8% | +28.3% | -25.5% | -4.6% |
| YTD | +49.5% | +23.0% | +26.5% | +40.2% |
| 1Y | +163.8% | +41.0% | +122.8% | +138.8% |
| 3Y | +615.8% | +88.6% | +527.2% | +488.2% |
| 5Y | +548.4% | +70.8% | +477.6% | +441.8% |
| All | +1,500.5% | +54.2% | +1,446.2% | +1,189.9% |
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 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