+20,905.1%
CPRT vs INCY
+4,957.7%
+15,947.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -1.5% | +3.1% | -4.6% | -1.8% |
| 30D | +21.4% | +12.0% | +9.3% | +19.7% |
| 3M | +10.4% | +0.8% | +9.6% | +10.2% |
| 6M | -4.3% | +22.8% | -27.1% | -6.7% |
| YTD | -18.3% | +23.2% | -41.5% | -20.5% |
| 1Y | -22.5% | +12.4% | -34.9% | -23.9% |
| 3Y | -34.3% | +132.1% | -166.4% | -41.4% |
| 5Y | -17.8% | +85.5% | -103.3% | -24.9% |
| 10Y | +373.5% | +16.4% | +357.0% | +342.8% |
| All | +20,905.1% | +4,957.7% | +15,947.4% | +9,886.7% |
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 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