+45.7%
CNH vs INCY
+229.7%
-184.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +17.5% | +1.0% | +16.5% | +17.2% |
| 6M | +15.0% | +21.9% | -6.9% | +10.3% |
| YTD | +36.8% | +23.8% | +13.0% | +30.6% |
| 1Y | +27.6% | +13.0% | +14.6% | +23.8% |
| 3Y | +34.3% | +133.2% | -98.8% | +11.5% |
| 5Y | -12.2% | +87.8% | -100.0% | -24.5% |
| 10Y | +113.9% | +17.0% | +96.9% | +87.5% |
| All | +45.7% | +229.7% | -184.1% | +13.5% |
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