+49.1%
CNC vs INCY
+29.7%
+19.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -1.8% | +3.2% | -5.0% | -2.7% |
| 3M | -0.7% | +23.6% | -24.3% | -9.5% |
| All | +49.1% | +29.7% | +19.4% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling