+132.5%
CNP vs INCY
+56.5%
+76.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.4% |
| 7D | -2.2% | -3.7% | +1.5% | -1.7% |
| 30D | -2.1% | +1.8% | -3.9% | -2.3% |
| 3M | -7.9% | +17.0% | -24.9% | -10.0% |
| 6M | -8.3% | +28.4% | -36.7% | -11.6% |
| YTD | +3.8% | +24.8% | -21.0% | +0.2% |
| 1Y | +5.9% | +42.9% | -37.1% | +0.2% |
| 3Y | +49.3% | +92.7% | -43.4% | +33.6% |
| 5Y | +69.3% | +73.3% | -4.1% | +52.6% |
| All | +132.5% | +56.5% | +76.0% | +99.6% |
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