+75.1%
CTVA vs INCY
+92.5%
-17.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -4.7% | -3.7% | -1.0% | -4.3% |
| 30D | +11.1% | +1.8% | +9.3% | +10.9% |
| 3M | +13.7% | +17.0% | -3.3% | +12.0% |
| 6M | +11.2% | +28.4% | -17.2% | +8.4% |
| YTD | +26.9% | +24.8% | +2.1% | +23.8% |
| 1Y | +18.8% | +42.9% | -24.1% | +14.0% |
| All | +75.1% | +92.5% | -17.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling