-39.8%
COIN vs INCY
+45.3%
-85.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +3.4% | +1.9% | +1.4% | +2.7% |
| 30D | +23.2% | +5.8% | +17.4% | +21.3% |
| 3M | +12.5% | +25.2% | -12.7% | +6.1% |
| 6M | -11.6% | +28.2% | -39.8% | -17.7% |
| YTD | -18.4% | +28.3% | -46.7% | -23.7% |
| 1Y | -39.8% | +48.3% | -88.2% | -45.2% |
| All | -39.8% | +45.3% | -85.1% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling