+13.2%
CNH vs INCY
+69.9%
-56.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | +32.6% | +3.7% | +29.0% | +31.7% |
| 3M | +29.4% | +22.1% | +7.4% | +24.1% |
| 6M | +26.0% | +29.8% | -3.8% | +19.1% |
| YTD | +52.2% | +27.6% | +24.6% | +44.0% |
| 1Y | +23.9% | +47.2% | -23.3% | +13.3% |
| 3Y | +10.1% | +97.0% | -86.8% | -7.8% |
| 5Y | +13.2% | +73.4% | -60.2% | -3.8% |
| All | +13.2% | +69.9% | -56.7% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling