+3,127.4%
COP vs INCY
+6,351.7%
-3,224.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +4.4% | +1.1% | +3.3% | +4.3% |
| 30D | 0.0% | +8.4% | -8.5% | -0.8% |
| 3M | +15.0% | +0.4% | +14.7% | +14.8% |
| 6M | +22.0% | +22.4% | -0.4% | +19.5% |
| YTD | +55.3% | +22.5% | +32.9% | +51.8% |
| 1Y | +64.1% | +14.8% | +49.4% | +61.2% |
| 3Y | +34.1% | +127.7% | -93.7% | +22.9% |
| 5Y | +133.4% | +84.4% | +49.0% | +117.3% |
| 10Y | +338.6% | +15.7% | +322.8% | +316.4% |
| All | +3,127.4% | +6,351.7% | -3,224.3% | +1,952.9% |
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