+1,298.9%
COHR vs INCY
+54.2%
+1,244.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.6% |
| 7D | +8.3% | -4.2% | +12.5% | +9.8% |
| 30D | -14.1% | +0.6% | -14.7% | -14.4% |
| 3M | -16.0% | +12.6% | -28.7% | -20.4% |
| 6M | +21.5% | +28.3% | -6.9% | +9.5% |
| YTD | +65.4% | +23.0% | +42.5% | +51.5% |
| 1Y | +195.0% | +41.0% | +154.0% | +156.8% |
| 3Y | +830.2% | +88.6% | +741.6% | +611.9% |
| 5Y | +397.1% | +70.8% | +326.3% | +289.2% |
| All | +1,298.9% | +54.2% | +1,244.6% | +969.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling