+63.9%
CSCO vs INCY
+46.9%
+17.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | 0.0% | -2.2% | +2.2% | -0.1% |
| 30D | -10.7% | +3.7% | -14.4% | -10.6% |
| 3M | -8.7% | +22.1% | -30.8% | -8.2% |
| 6M | +44.9% | +29.8% | +15.1% | +45.6% |
| YTD | +44.1% | +27.6% | +16.6% | +45.0% |
| All | +63.9% | +46.9% | +17.0% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling