+38.9%
CNH vs INCY
+226.2%
-187.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | -0.6% | +8.4% | -9.0% | -2.1% |
| 3M | +14.6% | +0.4% | +14.3% | +14.5% |
| 6M | +11.8% | +22.4% | -10.7% | +7.2% |
| YTD | +30.4% | +22.5% | +7.9% | +24.8% |
| 1Y | +19.1% | +14.8% | +4.3% | +15.2% |
| 3Y | +30.2% | +127.7% | -97.5% | +8.6% |
| 5Y | -17.8% | +84.4% | -102.2% | -29.0% |
| 10Y | +103.9% | +15.7% | +88.2% | +79.1% |
| All | +38.9% | +226.2% | -187.3% | +8.5% |
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