+107.7%
COST vs INCY
+69.3%
+38.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | -0.8% |
| 30D | -4.7% | +0.6% | -5.3% | -4.8% |
| 3M | -7.1% | +12.6% | -19.8% | -8.3% |
| 6M | -8.5% | +28.3% | -36.9% | -11.0% |
| YTD | +5.4% | +23.0% | -17.6% | +2.9% |
| 1Y | -5.6% | +41.0% | -46.6% | -9.4% |
| 3Y | +68.5% | +88.6% | -20.1% | +54.2% |
| All | +107.7% | +69.3% | +38.4% | +93.6% |
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