+20,793.5%
CPRT vs INCY
+4,927.3%
+15,866.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +21.2% | +8.4% | +12.7% | +20.0% |
| 3M | +8.3% | +0.4% | +7.9% | +8.2% |
| 6M | -3.4% | +22.4% | -25.8% | -5.7% |
| YTD | -18.7% | +22.5% | -41.2% | -20.9% |
| 1Y | -23.5% | +14.8% | -38.3% | -25.1% |
| 3Y | -34.2% | +127.7% | -161.9% | -41.1% |
| 5Y | -18.2% | +84.4% | -102.6% | -25.2% |
| 10Y | +370.9% | +15.7% | +355.2% | +340.8% |
| All | +20,793.5% | +4,927.3% | +15,866.2% | +9,840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling