+492.2%
COR vs INCY
+15.3%
+476.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +7.8% | +1.1% | +6.7% | +7.6% |
| 30D | +7.0% | +8.4% | -1.4% | +5.3% |
| 3M | +16.3% | +0.4% | +15.9% | +16.0% |
| 6M | +41.3% | +22.4% | +18.9% | +35.1% |
| YTD | +7.1% | +22.5% | -15.3% | +2.0% |
| 1Y | -0.8% | +14.8% | -15.6% | -4.4% |
| 3Y | +85.0% | +127.7% | -42.7% | +50.6% |
| 5Y | +203.9% | +84.4% | +119.5% | +156.8% |
| All | +492.2% | +15.3% | +476.8% | +401.0% |
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