+134.5%
CVE vs INCY
+33.7%
+100.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -16.1% | -0.6% | -15.5% | -16.1% |
| 30D | -10.4% | +5.5% | -15.9% | -11.7% |
| 3M | -2.4% | +1.1% | -3.4% | -3.0% |
| 6M | -4.4% | +19.8% | -24.3% | -9.3% |
| YTD | +64.9% | +21.1% | +43.8% | +54.9% |
| 1Y | +66.0% | +13.7% | +52.3% | +58.2% |
| 3Y | +57.7% | +119.3% | -61.6% | +21.6% |
| 5Y | +144.7% | +76.3% | +68.4% | +99.0% |
| All | +134.5% | +33.7% | +100.7% | +82.0% |
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