+726.5%
CMS vs INCY
+6,281.3%
-5,554.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +7.2% | +5.5% | +1.7% | +6.8% |
| 3M | -1.3% | +1.1% | -2.3% | -1.4% |
| 6M | -4.3% | +19.8% | -24.1% | -5.6% |
| YTD | +2.1% | +21.1% | -19.1% | +0.4% |
| 1Y | -0.6% | +13.7% | -14.3% | -1.8% |
| 3Y | +38.0% | +119.3% | -81.2% | +29.5% |
| 5Y | +33.6% | +76.3% | -42.7% | +26.8% |
| 10Y | +128.6% | +36.6% | +92.0% | +115.7% |
| All | +726.5% | +6,281.3% | -5,554.9% | +441.4% |
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