-20.0%
CPNG vs INCY
+89.7%
-109.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.2% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | -7.4% | +0.6% | -7.9% | -7.3% |
| 3M | -12.3% | +12.6% | -25.0% | -13.1% |
| 6M | -19.4% | +28.3% | -47.8% | -21.0% |
| YTD | -35.9% | +23.0% | -58.9% | -36.9% |
| 1Y | -53.4% | +41.0% | -94.4% | -54.4% |
| 3Y | -20.0% | +88.6% | -108.6% | -26.9% |
| All | -20.0% | +89.7% | -109.7% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling