+5,625.4%
COF vs INCY
+4,940.4%
+685.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | -3.4% | +3.7% | -7.0% | -4.0% |
| 3M | +15.4% | +22.1% | -6.7% | +11.2% |
| 6M | +14.4% | +29.8% | -15.4% | +9.0% |
| YTD | -12.0% | +27.6% | -39.6% | -16.0% |
| 1Y | -3.7% | +47.2% | -51.0% | -10.6% |
| 3Y | +121.1% | +97.0% | +24.1% | +93.2% |
| 5Y | +47.8% | +73.4% | -25.5% | +31.3% |
| 10Y | +250.3% | +59.2% | +191.1% | +201.7% |
| All | +5,625.4% | +4,940.4% | +685.0% | +1,973.8% |
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