+9,326.8%
CMI vs INCY
+6,620.5%
+2,706.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -12.3% | +3.7% | -16.0% | -12.8% |
| 3M | -16.8% | +22.1% | -38.9% | -19.6% |
| 6M | +1.5% | +29.8% | -28.2% | -2.9% |
| YTD | +9.8% | +27.6% | -17.8% | +5.2% |
| 1Y | +42.6% | +47.2% | -4.6% | +33.5% |
| 3Y | +151.0% | +97.0% | +54.0% | +122.3% |
| 5Y | +167.0% | +73.4% | +93.7% | +139.3% |
| 10Y | +512.2% | +59.2% | +452.9% | +432.4% |
| All | +9,326.8% | +6,620.5% | +2,706.3% | +3,603.3% |
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