+2,945.5%
COP vs INCY
+6,660.0%
-3,714.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +3.0% | +1.9% | +1.1% | +2.8% |
| 30D | +17.5% | +5.8% | +11.7% | +16.9% |
| 3M | +13.4% | +25.2% | -11.8% | +11.0% |
| 6M | +17.7% | +28.2% | -10.5% | +14.9% |
| YTD | +46.6% | +28.3% | +18.3% | +42.8% |
| 1Y | +44.6% | +48.3% | -3.7% | +38.9% |
| 3Y | +20.7% | +95.9% | -75.2% | +12.2% |
| 5Y | +185.0% | +66.6% | +118.5% | +167.7% |
| 10Y | +347.0% | +54.5% | +292.5% | +314.9% |
| All | +2,945.5% | +6,660.0% | -3,714.5% | +1,831.8% |
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