-28.8%
CPRT vs INCY
+96.8%
-125.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | +8.2% | +3.7% | +4.6% | +7.8% |
| 3M | +2.3% | +22.1% | -19.8% | +0.3% |
| 6M | -14.7% | +29.8% | -44.5% | -16.9% |
| YTD | -18.2% | +27.6% | -45.8% | -20.3% |
| 1Y | -33.4% | +47.2% | -80.6% | -36.2% |
| All | -28.8% | +96.8% | -125.6% | -36.7% |
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 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