+3,994.3%
CMG vs INCY
+2,365.9%
+1,628.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -6.5% | -2.2% | -4.3% | -6.1% |
| 30D | +12.1% | +3.7% | +8.4% | +11.4% |
| 3M | +20.6% | +22.1% | -1.5% | +16.1% |
| 6M | +2.1% | +29.8% | -27.7% | -2.9% |
| YTD | -2.6% | +27.6% | -30.2% | -7.2% |
| 1Y | -8.7% | +47.2% | -55.9% | -15.5% |
| 3Y | -7.4% | +97.0% | -104.3% | -20.0% |
| 5Y | -5.7% | +73.4% | -79.0% | -17.3% |
| 10Y | +322.3% | +59.2% | +263.1% | +255.7% |
| All | +3,994.3% | +2,365.9% | +1,628.4% | +1,639.3% |
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 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