+36.5%
CNH vs INCY
+134.7%
-98.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.6% |
| 7D | +6.7% | -0.5% | +7.1% | +6.8% |
| 30D | +7.2% | +9.8% | -2.6% | +5.5% |
| 3M | +17.5% | +1.0% | +16.5% | +17.3% |
| 6M | +15.0% | +21.9% | -6.9% | +11.2% |
| YTD | +36.8% | +23.8% | +13.0% | +31.4% |
| 1Y | +27.6% | +13.0% | +14.6% | +24.4% |
| All | +36.5% | +134.7% | -98.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling