+225.0%
CP vs INCY
+54.2%
+170.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.6% | -4.2% | +1.6% | -1.9% |
| 30D | -3.7% | +0.6% | -4.3% | -3.9% |
| 3M | +0.1% | +12.6% | -12.5% | -2.0% |
| 6M | +7.8% | +28.3% | -20.5% | +3.2% |
| YTD | +21.7% | +23.0% | -1.3% | +17.0% |
| 1Y | +18.6% | +41.0% | -22.3% | +11.2% |
| 3Y | +17.5% | +88.6% | -71.0% | +3.4% |
| 5Y | +35.4% | +70.8% | -35.4% | +20.0% |
| All | +225.0% | +54.2% | +170.8% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling