+10.9%
CMG vs INCY
+20.6%
-9.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.5% | +1.4% | +5.3% |
| 7D | +22.5% | +5.1% | +17.4% | +21.9% |
| 30D | +14.1% | +7.6% | +6.5% | +13.3% |
| 3M | +4.1% | +1.9% | +2.2% | +3.7% |
| 6M | +10.1% | +26.5% | -16.4% | +5.7% |
| YTD | -4.9% | +24.4% | -29.2% | -7.6% |
| 1Y | +10.9% | +19.4% | -8.5% | +7.5% |
| All | +10.9% | +20.6% | -9.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling