+6.1%
CMCSA vs INCY
+54.2%
-48.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.9% | -4.2% | -0.7% | -4.2% |
| 30D | -1.1% | +0.6% | -1.6% | -1.2% |
| 3M | +6.6% | +12.6% | -6.1% | +4.2% |
| 6M | -15.5% | +28.3% | -43.8% | -19.4% |
| YTD | -6.7% | +23.0% | -29.7% | -10.7% |
| 1Y | -15.6% | +41.0% | -56.6% | -21.5% |
| 3Y | -33.7% | +88.6% | -122.3% | -42.6% |
| 5Y | -46.6% | +70.8% | -117.4% | -53.3% |
| All | +6.1% | +54.2% | -48.1% | -11.9% |
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