+146.9%
CVE vs INCY
+16.0%
+130.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +4.6% | +3.1% | +1.5% | +3.9% |
| 30D | -12.0% | +12.0% | -24.0% | -14.4% |
| 3M | -3.8% | +0.8% | -4.6% | -4.4% |
| 6M | -2.7% | +22.8% | -25.5% | -8.2% |
| YTD | +73.6% | +23.2% | +50.4% | +62.4% |
| 1Y | +62.0% | +12.4% | +49.6% | +54.9% |
| 3Y | +72.7% | +132.1% | -59.4% | +31.0% |
| 5Y | +153.9% | +85.5% | +68.4% | +103.4% |
| All | +146.9% | +16.0% | +130.9% | +95.1% |
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 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