+41.9%
CMI vs INCY
+45.3%
-3.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | -0.7% | +1.9% | -2.6% | -0.8% |
| 30D | -13.4% | +5.8% | -19.2% | -13.7% |
| 3M | -17.0% | +25.2% | -42.2% | -19.6% |
| 6M | -1.6% | +28.2% | -29.9% | -5.7% |
| YTD | +11.0% | +28.3% | -17.3% | +6.6% |
| 1Y | +41.9% | +48.3% | -6.4% | +31.9% |
| All | +41.9% | +45.3% | -3.3% | +31.9% |
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