+180.9%
COR vs INCY
+69.9%
+111.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.9% | -2.2% | -1.7% | -3.6% |
| 30D | -0.3% | +3.7% | -4.0% | -0.7% |
| 3M | +15.9% | +22.1% | -6.2% | +13.2% |
| 6M | -10.3% | +29.8% | -40.0% | -13.0% |
| YTD | -3.7% | +27.6% | -31.3% | -6.6% |
| 1Y | +9.1% | +47.2% | -38.1% | +4.0% |
| 3Y | +86.6% | +97.0% | -10.4% | +71.9% |
| 5Y | +180.9% | +73.4% | +107.6% | +160.0% |
| All | +180.9% | +69.9% | +111.1% | +160.0% |
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 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