+359.9%
CSCO vs INCY
+56.5%
+303.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.4% |
| 30D | -10.8% | +1.8% | -12.6% | -11.1% |
| 3M | -9.2% | +17.0% | -26.2% | -12.2% |
| 6M | +39.5% | +28.4% | +11.2% | +32.0% |
| YTD | +41.5% | +24.8% | +16.7% | +34.2% |
| 1Y | +61.0% | +42.9% | +18.0% | +47.8% |
| 3Y | +105.2% | +92.7% | +12.5% | +73.3% |
| 5Y | +113.4% | +73.3% | +40.1% | +82.5% |
| All | +359.9% | +56.5% | +303.4% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling