+503.2%
CMI vs INCY
+54.2%
+449.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.7% | -4.2% | +3.5% | 0.0% |
| 30D | -12.4% | +0.6% | -13.0% | -12.5% |
| 3M | -14.8% | +12.6% | -27.4% | -17.1% |
| 6M | +0.8% | +28.3% | -27.5% | -4.6% |
| YTD | +10.2% | +23.0% | -12.8% | +5.1% |
| 1Y | +37.4% | +41.0% | -3.5% | +27.4% |
| 3Y | +153.3% | +88.6% | +64.7% | +118.4% |
| 5Y | +167.6% | +70.8% | +96.8% | +132.9% |
| All | +503.2% | +54.2% | +449.0% | +369.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling