+114.8%
CSCO vs INCY
+69.9%
+44.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.7% | +3.7% | -14.4% | -11.2% |
| 3M | -8.7% | +22.1% | -30.8% | -11.8% |
| 6M | +44.9% | +29.8% | +15.1% | +38.2% |
| YTD | +44.1% | +27.6% | +16.6% | +37.5% |
| 1Y | +65.9% | +47.2% | +18.7% | +53.1% |
| 3Y | +109.0% | +97.0% | +12.1% | +77.4% |
| 5Y | +114.8% | +73.4% | +41.4% | +84.9% |
| All | +114.8% | +69.9% | +44.9% | +84.9% |
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 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