+138.1%
CMS vs INCY
+14.6%
+123.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | +7.4% | +6.7% | +0.8% | +6.9% |
| 3M | +1.9% | -1.0% | +2.9% | +1.9% |
| 6M | -2.3% | +22.1% | -24.4% | -4.0% |
| YTD | +3.0% | +21.8% | -18.8% | +1.0% |
| 1Y | -2.8% | +13.5% | -16.3% | -4.1% |
| 3Y | +37.9% | +129.4% | -91.5% | +27.3% |
| 5Y | +34.0% | +84.0% | -50.0% | +25.4% |
| 10Y | +138.1% | +14.9% | +123.2% | +124.5% |
| All | +138.1% | +14.6% | +123.5% | +124.5% |
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 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