+17,119.9%
COR vs INCY
+3,163.0%
+13,956.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +1.5% | +3.2% | -1.7% | +1.2% |
| 3M | +18.7% | +23.6% | -4.9% | +16.0% |
| 6M | -9.0% | +29.7% | -38.7% | -11.7% |
| YTD | -3.3% | +25.9% | -29.2% | -5.9% |
| 1Y | +9.8% | +43.7% | -33.9% | +5.3% |
| 3Y | +87.4% | +94.4% | -7.1% | +72.2% |
| 5Y | +180.5% | +68.0% | +112.5% | +160.4% |
| 10Y | +398.1% | +52.5% | +345.6% | +357.2% |
| All | +17,119.9% | +3,163.0% | +13,956.9% | +10,555.4% |
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 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