-40.2%
CMCSA vs INCY
+83.5%
-123.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +19.5% | +8.4% | +11.1% | +17.8% |
| 3M | -2.4% | +0.4% | -2.8% | -2.7% |
| 6M | +3.8% | +22.4% | -18.6% | -0.3% |
| YTD | -5.4% | +22.5% | -27.9% | -9.7% |
| 1Y | +1.1% | +14.8% | -13.6% | -2.3% |
| 3Y | -27.1% | +127.7% | -154.9% | -42.2% |
| All | -40.2% | +83.5% | -123.6% | -48.8% |
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 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