+195.1%
COR vs INCY
+86.9%
+108.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | +3.1% | -0.3% | +2.5% |
| 30D | +5.8% | +12.0% | -6.2% | +4.5% |
| 3M | +11.4% | +0.8% | +10.7% | +11.2% |
| 6M | +34.5% | +22.8% | +11.7% | +31.1% |
| YTD | +4.1% | +23.2% | -19.2% | +1.1% |
| 1Y | -3.1% | +12.4% | -15.5% | -4.9% |
| 3Y | +80.9% | +132.1% | -51.2% | +60.3% |
| 5Y | +195.1% | +85.5% | +109.6% | +175.4% |
| All | +195.1% | +86.9% | +108.2% | +175.4% |
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