+9,065.3%
CP vs INCY
+6,421.1%
+2,644.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +9.6% | +9.8% | -0.2% | +8.6% |
| 3M | +2.2% | +1.0% | +1.2% | +2.1% |
| 6M | +11.1% | +21.9% | -10.8% | +8.7% |
| YTD | +28.2% | +23.8% | +4.4% | +25.0% |
| 1Y | +32.2% | +13.0% | +19.1% | +29.9% |
| 3Y | +35.5% | +133.2% | -97.6% | +23.0% |
| 5Y | +26.8% | +87.8% | -61.0% | +17.1% |
| 10Y | +256.9% | +17.0% | +239.9% | +235.8% |
| All | +9,065.3% | +6,421.1% | +2,644.3% | +4,931.7% |
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 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