+272.2%
CME vs INCY
+56.5%
+215.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -2.4% | -3.7% | +1.3% | -2.0% |
| 30D | +6.2% | +1.8% | +4.4% | +5.9% |
| 3M | +4.4% | +17.0% | -12.6% | +2.4% |
| 6M | -9.6% | +28.4% | -38.0% | -12.3% |
| YTD | +3.8% | +24.8% | -21.0% | +0.8% |
| 1Y | +9.5% | +42.9% | -33.4% | +4.7% |
| 3Y | +51.9% | +92.7% | -40.8% | +38.2% |
| 5Y | +78.7% | +73.3% | +5.4% | +63.5% |
| All | +272.2% | +56.5% | +215.7% | +219.3% |
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 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