+8,833.7%
CP vs INCY
+6,660.0%
+2,173.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +0.2% | +5.8% | -5.6% | -0.4% |
| 3M | +2.6% | +25.2% | -22.6% | +0.2% |
| 6M | +6.0% | +28.2% | -22.2% | +3.2% |
| YTD | +24.9% | +28.3% | -3.4% | +21.4% |
| 1Y | +20.1% | +48.3% | -28.2% | +14.9% |
| 3Y | +16.4% | +95.9% | -79.5% | +7.5% |
| 5Y | +31.7% | +66.6% | -34.8% | +23.0% |
| 10Y | +223.9% | +54.5% | +169.3% | +196.6% |
| All | +8,833.7% | +6,660.0% | +2,173.7% | +4,789.7% |
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