+105.1%
CTVA vs INCY
+69.3%
+35.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -4.5% | -4.2% | -0.3% | -3.9% |
| 30D | +11.3% | +0.6% | +10.7% | +11.2% |
| 3M | +12.3% | +12.6% | -0.3% | +10.3% |
| 6M | +7.2% | +28.3% | -21.1% | +3.1% |
| YTD | +26.0% | +23.0% | +3.0% | +21.6% |
| 1Y | +16.0% | +41.0% | -24.9% | +9.3% |
| 3Y | +73.9% | +88.6% | -14.7% | +52.4% |
| All | +105.1% | +69.3% | +35.8% | +79.3% |
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