+103.6%
CSCO vs INCY
+86.4%
+17.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -12.6% | +9.8% | -22.4% | -13.9% |
| 3M | -16.0% | +1.0% | -17.0% | -16.3% |
| 6M | +2.8% | +21.9% | -19.0% | -1.2% |
| YTD | +33.2% | +23.8% | +9.4% | +27.0% |
| 1Y | +43.1% | +13.0% | +30.1% | +38.9% |
| 3Y | +106.7% | +133.2% | -26.5% | +63.3% |
| 5Y | +103.6% | +87.8% | +15.8% | +73.1% |
| All | +103.6% | +86.4% | +17.2% | +73.1% |
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