+34.9%
CP vs INCY
+69.9%
-34.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | -0.5% | +3.7% | -4.2% | -1.0% |
| 3M | +0.1% | +22.1% | -22.0% | -2.9% |
| 6M | +7.8% | +29.8% | -22.0% | +3.6% |
| YTD | +22.9% | +27.6% | -4.7% | +18.0% |
| 1Y | +21.3% | +47.2% | -25.9% | +13.4% |
| 3Y | +20.4% | +97.0% | -76.6% | +5.9% |
| 5Y | +34.9% | +73.4% | -38.4% | +20.0% |
| All | +34.9% | +69.9% | -34.9% | +20.0% |
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