+135.5%
CVE vs INCY
+14.6%
+120.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -10.0% | +2.3% | -12.3% | -10.5% |
| 30D | -11.9% | +6.7% | -18.5% | -13.3% |
| 3M | -5.9% | -1.0% | -4.9% | -6.1% |
| 6M | -1.6% | +22.1% | -23.6% | -7.0% |
| YTD | +66.3% | +21.8% | +44.5% | +55.9% |
| 1Y | +57.5% | +13.5% | +44.0% | +50.2% |
| 3Y | +65.4% | +129.4% | -64.0% | +25.7% |
| 5Y | +144.2% | +84.0% | +60.2% | +95.8% |
| 10Y | +135.5% | +14.9% | +120.6% | +86.5% |
| All | +135.5% | +14.6% | +120.9% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling