+4,369.3%
CNC vs INCY
+565.0%
+3,804.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -3.8% | +3.7% | -7.4% | -4.4% |
| 3M | -3.2% | +22.1% | -25.3% | -6.8% |
| 6M | +47.9% | +29.8% | +18.1% | +40.9% |
| YTD | +55.7% | +27.6% | +28.1% | +48.2% |
| 1Y | +106.2% | +47.2% | +59.0% | +90.8% |
| 3Y | -2.1% | +97.0% | -99.0% | -15.4% |
| 5Y | +3.4% | +73.4% | -70.0% | -9.3% |
| 10Y | +91.7% | +59.2% | +32.4% | +62.9% |
| All | +4,369.3% | +565.0% | +3,804.3% | +2,021.8% |
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