+12,224.3%
CSCO vs INCY
+6,660.0%
+5,564.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | -10.1% | +5.8% | -15.9% | -11.0% |
| 3M | -15.7% | +25.2% | -40.9% | -18.9% |
| 6M | +36.3% | +28.2% | +8.1% | +30.2% |
| YTD | +43.8% | +28.3% | +15.5% | +37.1% |
| 1Y | +63.9% | +48.3% | +15.6% | +52.3% |
| 3Y | +104.4% | +95.9% | +8.4% | +79.2% |
| 5Y | +111.4% | +66.6% | +44.8% | +88.7% |
| 10Y | +361.7% | +54.5% | +307.1% | +299.7% |
| All | +12,224.3% | +6,660.0% | +5,564.3% | +3,781.7% |
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