+25.5%
CP vs INCY
+82.2%
-56.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +2.8% | +1.5% | +1.2% | +2.5% |
| 30D | +11.3% | +8.1% | +3.3% | +10.0% |
| 3M | +2.9% | +1.1% | +1.8% | +2.5% |
| 6M | +9.8% | +23.7% | -13.9% | +6.0% |
| YTD | +28.5% | +23.4% | +5.1% | +23.6% |
| 1Y | +33.5% | +15.0% | +18.5% | +29.7% |
| 3Y | +31.9% | +132.1% | -100.1% | +10.4% |
| 5Y | +25.5% | +83.2% | -57.7% | +10.2% |
| All | +25.5% | +82.2% | -56.7% | +10.2% |
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