+76.1%
CME vs INCY
+69.9%
+6.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.6% | -2.2% | +1.5% | -0.6% |
| 30D | +4.7% | +3.7% | +1.0% | +4.5% |
| 3M | +7.8% | +22.1% | -14.2% | +7.1% |
| 6M | -11.0% | +29.8% | -40.8% | -11.8% |
| YTD | +4.0% | +27.6% | -23.6% | +3.0% |
| 1Y | +9.1% | +47.2% | -38.1% | +7.5% |
| 3Y | +52.3% | +97.0% | -44.7% | +48.0% |
| 5Y | +76.1% | +73.4% | +2.7% | +71.4% |
| All | +76.1% | +69.9% | +6.2% | +71.4% |
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