+866.7%
CMCSA vs INCY
+6,351.7%
-5,485.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +19.5% | +8.4% | +11.1% | +18.4% |
| 3M | -2.4% | +0.4% | -2.8% | -2.6% |
| 6M | +3.8% | +22.4% | -18.6% | +1.1% |
| YTD | -5.4% | +22.5% | -27.9% | -8.1% |
| 1Y | +1.1% | +14.8% | -13.6% | -1.1% |
| 3Y | -27.1% | +127.7% | -154.9% | -35.0% |
| 5Y | -40.3% | +84.4% | -124.7% | -45.6% |
| 10Y | +6.0% | +15.7% | -9.8% | -1.3% |
| All | +866.7% | +6,351.7% | -5,485.0% | +384.3% |
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