+142.0%
CNP vs INCY
+15.3%
+126.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +3.8% | +8.4% | -4.6% | +2.7% |
| 3M | +2.4% | +0.4% | +2.0% | +2.1% |
| 6M | -1.2% | +22.4% | -23.6% | -4.2% |
| YTD | +9.3% | +22.5% | -13.2% | +5.6% |
| 1Y | +6.4% | +14.8% | -8.3% | +3.7% |
| 3Y | +66.4% | +127.7% | -61.4% | +44.5% |
| 5Y | +75.7% | +84.4% | -8.7% | +56.6% |
| All | +142.0% | +15.3% | +126.6% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling