+337.5%
COP vs INCY
+56.5%
+281.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +1.7% |
| 30D | +9.6% | +1.8% | +7.7% | +9.1% |
| 3M | +15.0% | +17.0% | -1.9% | +11.1% |
| 6M | +21.8% | +28.4% | -6.6% | +15.1% |
| YTD | +49.6% | +24.8% | +24.8% | +41.7% |
| 1Y | +49.9% | +42.9% | +6.9% | +37.4% |
| 3Y | +22.6% | +92.7% | -70.1% | +3.0% |
| 5Y | +193.6% | +73.3% | +120.3% | +149.4% |
| All | +337.5% | +56.5% | +281.0% | +223.3% |
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