+15,520.2%
COST vs INCY
+6,620.5%
+8,899.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -5.3% | +3.7% | -8.9% | -5.6% |
| 3M | -6.7% | +22.1% | -28.7% | -8.4% |
| 6M | -9.9% | +29.8% | -39.7% | -12.2% |
| YTD | +5.1% | +27.6% | -22.4% | +2.6% |
| 1Y | -7.3% | +47.2% | -54.5% | -10.8% |
| 3Y | +70.4% | +97.0% | -26.6% | +58.4% |
| 5Y | +104.4% | +73.4% | +31.1% | +91.4% |
| 10Y | +609.0% | +59.2% | +549.8% | +551.3% |
| All | +15,520.2% | +6,620.5% | +8,899.6% | +8,086.5% |
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 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