+116.6%
CIEN vs INCY
+606.4%
-489.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | +15.3% | +1.1% | +14.2% | +15.0% |
| 30D | -22.0% | +8.4% | -30.4% | -23.8% |
| 3M | -36.6% | +0.4% | -37.0% | -37.1% |
| 6M | -51.5% | +22.4% | -73.9% | -54.9% |
| YTD | +20.0% | +22.5% | -2.5% | +11.4% |
| 1Y | +44.5% | +14.8% | +29.7% | +36.5% |
| 3Y | +539.0% | +127.7% | +411.3% | +388.7% |
| 5Y | +356.8% | +84.4% | +272.5% | +267.2% |
| 10Y | +1,190.4% | +15.7% | +1,174.7% | +990.4% |
| All | +116.6% | +606.4% | -489.8% | -40.7% |
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