+902.2%
CMCSA vs INCY
+6,660.0%
-5,757.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | +7.0% | +5.8% | +1.2% | +6.3% |
| 3M | +15.1% | +25.2% | -10.1% | +11.9% |
| 6M | -15.4% | +28.2% | -43.6% | -18.1% |
| YTD | -1.9% | +28.3% | -30.2% | -5.2% |
| 1Y | -12.7% | +48.3% | -61.1% | -17.3% |
| 3Y | -31.0% | +95.9% | -126.9% | -37.3% |
| 5Y | -46.1% | +66.6% | -112.7% | -50.3% |
| 10Y | +10.8% | +54.5% | -43.7% | -0.3% |
| All | +902.2% | +6,660.0% | -5,757.8% | +399.8% |
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 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