+65.6%
CNP vs INCY
+134.7%
-69.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +5.0% | +9.8% | -4.7% | +4.2% |
| 3M | +2.7% | +1.0% | +1.7% | +2.5% |
| 6M | -1.9% | +21.9% | -23.8% | -3.6% |
| YTD | +8.8% | +23.8% | -15.0% | +6.3% |
| 1Y | +5.6% | +13.0% | -7.4% | +4.2% |
| All | +65.6% | +134.7% | -69.1% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling