-9.8%
CPRT vs INCY
+69.9%
-79.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | +8.2% | +3.7% | +4.6% | +7.5% |
| 3M | +2.3% | +22.1% | -19.8% | -1.2% |
| 6M | -14.7% | +29.8% | -44.5% | -18.6% |
| YTD | -18.2% | +27.6% | -45.8% | -22.0% |
| 1Y | -33.4% | +47.2% | -80.6% | -38.5% |
| 3Y | -28.3% | +97.0% | -125.3% | -39.0% |
| 5Y | -9.8% | +73.4% | -83.2% | -22.7% |
| All | -9.8% | +69.9% | -79.7% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling