+11,315.8%
CSCO vs INCY
+6,421.1%
+4,894.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | -16.0% | +1.0% | -17.0% | -16.3% |
| 6M | +2.8% | +21.9% | -19.0% | -1.0% |
| YTD | +33.2% | +23.8% | +9.4% | +27.5% |
| 1Y | +43.1% | +13.0% | +30.1% | +38.8% |
| 3Y | +106.7% | +133.2% | -26.5% | +76.1% |
| 5Y | +103.6% | +87.8% | +15.8% | +78.5% |
| 10Y | +330.5% | +17.0% | +313.5% | +289.6% |
| All | +11,315.8% | +6,421.1% | +4,894.8% | +3,509.9% |
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 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