+355.8%
CIEN vs INCY
+83.5%
+272.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | +15.3% | +1.1% | +14.2% | +15.1% |
| 30D | -22.0% | +8.4% | -30.4% | -23.4% |
| 3M | -36.6% | +0.4% | -37.0% | -36.9% |
| 6M | -51.5% | +22.4% | -73.9% | -54.7% |
| YTD | +20.0% | +22.5% | -2.5% | +11.7% |
| 1Y | +44.5% | +14.8% | +29.7% | +36.8% |
| 3Y | +539.0% | +127.7% | +411.3% | +373.8% |
| All | +355.8% | +83.5% | +272.3% | +275.1% |
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