+43.1%
COF vs INCY
+69.3%
-26.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.0% |
| 7D | -5.1% | -4.2% | -1.0% | -4.1% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | +14.8% | +12.6% | +2.2% | +10.7% |
| 6M | +15.3% | +28.3% | -13.0% | +6.8% |
| YTD | -13.0% | +23.0% | -36.0% | -18.6% |
| 1Y | -5.7% | +41.0% | -46.7% | -15.6% |
| 3Y | +118.1% | +88.6% | +29.5% | +76.2% |
| All | +43.1% | +69.3% | -26.1% | +18.6% |
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 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