-32.5%
CPRT vs INCY
+45.3%
-77.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.9% |
| 30D | +16.6% | +5.8% | +10.8% | +15.8% |
| 3M | +9.6% | +25.2% | -15.6% | +8.1% |
| 6M | -11.1% | +28.2% | -39.3% | -12.8% |
| YTD | -13.9% | +28.3% | -42.2% | -15.5% |
| 1Y | -32.5% | +48.3% | -80.9% | -35.3% |
| All | -32.5% | +45.3% | -77.8% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling