+5,556.5%
CNQ vs INCY
+205.1%
+5,351.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.7% |
| 30D | +6.2% | +0.6% | +5.6% | +6.1% |
| 3M | +12.4% | +12.6% | -0.3% | +10.1% |
| 6M | +9.0% | +28.3% | -19.3% | +4.5% |
| YTD | +52.2% | +23.0% | +29.2% | +46.5% |
| 1Y | +65.0% | +41.0% | +24.1% | +55.3% |
| 3Y | +78.8% | +88.6% | -9.7% | +58.6% |
| 5Y | +286.0% | +70.8% | +215.2% | +244.9% |
| 10Y | +420.7% | +53.5% | +367.2% | +357.8% |
| All | +5,556.5% | +205.1% | +5,351.4% | +2,894.9% |
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 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