+73.8%
CNP vs INCY
+86.4%
-12.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +5.0% | +9.8% | -4.7% | +3.8% |
| 3M | +2.7% | +1.0% | +1.7% | +2.4% |
| 6M | -1.9% | +21.9% | -23.8% | -4.6% |
| YTD | +8.8% | +23.8% | -15.0% | +5.2% |
| 1Y | +5.6% | +13.0% | -7.4% | +3.4% |
| 3Y | +63.2% | +133.2% | -70.0% | +38.7% |
| 5Y | +73.8% | +87.8% | -14.0% | +53.9% |
| All | +73.8% | +86.4% | -12.6% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling