-36.6%
CPRT vs INCY
+43.7%
-80.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -8.4% | -3.7% | -4.7% | -8.0% |
| 30D | +4.6% | +1.8% | +2.8% | +4.4% |
| 3M | -1.9% | +17.0% | -18.9% | -2.8% |
| 6M | -15.3% | +28.4% | -43.7% | -16.4% |
| YTD | -21.5% | +24.8% | -46.3% | -22.7% |
| 1Y | -36.6% | +42.9% | -79.6% | -39.1% |
| All | -36.6% | +43.7% | -80.3% | -39.1% |
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