-31.9%
CORZ vs INCY
+12.0%
-44.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.2% |
| 7D | -7.8% | +2.3% | -10.1% | -7.6% |
| 30D | -14.8% | +6.7% | -21.5% | -14.8% |
| 3M | -32.5% | -1.0% | -31.4% | -31.9% |
| 6M | -42.7% | +22.1% | -64.8% | -45.3% |
| YTD | -9.8% | +21.8% | -31.6% | -15.4% |
| 1Y | -31.9% | +13.5% | -45.4% | -35.5% |
| All | -31.9% | +12.0% | -44.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling