+68.0%
CNH vs INCY
+241.8%
-173.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +23.3% | +1.9% | +21.4% | +22.9% |
| 30D | +33.5% | +5.8% | +27.7% | +32.0% |
| 3M | +32.7% | +25.2% | +7.5% | +27.0% |
| 6M | +22.2% | +28.2% | -6.0% | +16.2% |
| YTD | +57.7% | +28.3% | +29.4% | +49.6% |
| 1Y | +28.0% | +48.3% | -20.4% | +17.8% |
| 3Y | +11.5% | +95.9% | -84.4% | -4.3% |
| 5Y | +11.9% | +66.6% | -54.7% | -1.8% |
| 10Y | +162.8% | +54.5% | +108.3% | +121.6% |
| All | +68.0% | +241.8% | -173.9% | +30.0% |
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 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