+154.0%
CNH vs INCY
+54.2%
+99.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -5.7% | -4.2% | -1.5% | -4.7% |
| 30D | +26.6% | +0.6% | +26.0% | +26.4% |
| 3M | +31.1% | +12.6% | +18.4% | +27.4% |
| 6M | +24.9% | +28.3% | -3.4% | +17.5% |
| YTD | +48.7% | +23.0% | +25.7% | +40.9% |
| 1Y | +22.2% | +41.0% | -18.8% | +11.8% |
| 3Y | +7.4% | +88.6% | -81.2% | -10.3% |
| 5Y | +10.8% | +70.8% | -60.0% | -6.2% |
| All | +154.0% | +54.2% | +99.7% | +92.0% |
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