+6,781.2%
CME vs INCY
+2,255.9%
+4,525.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +6.2% | +5.8% | +0.4% | +5.1% |
| 3M | +10.4% | +25.2% | -14.8% | +5.9% |
| 6M | -9.5% | +28.2% | -37.7% | -13.8% |
| YTD | +6.0% | +28.3% | -22.3% | +0.8% |
| 1Y | +9.3% | +48.3% | -39.1% | +1.0% |
| 3Y | +57.7% | +95.9% | -38.3% | +36.0% |
| 5Y | +77.7% | +66.6% | +11.1% | +55.9% |
| 10Y | +281.2% | +54.5% | +226.7% | +219.4% |
| All | +6,781.2% | +2,255.9% | +4,525.3% | +2,445.2% |
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