+193.3%
COP vs INCY
+69.9%
+123.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +11.7% | +3.7% | +8.0% | +11.3% |
| 3M | +17.7% | +22.1% | -4.4% | +14.9% |
| 6M | +18.3% | +29.8% | -11.5% | +14.6% |
| YTD | +49.1% | +27.6% | +21.5% | +44.2% |
| 1Y | +53.3% | +47.2% | +6.1% | +45.0% |
| 3Y | +22.2% | +97.0% | -74.8% | +9.1% |
| 5Y | +193.3% | +73.4% | +120.0% | +164.5% |
| All | +193.3% | +69.9% | +123.4% | +164.5% |
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