+57.1%
CVE vs INCY
+13.5%
+43.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.8% |
| 7D | -10.1% | +1.5% | -11.6% | -9.7% |
| 30D | -12.1% | +8.1% | -20.2% | -11.0% |
| 3M | -1.9% | +1.1% | -3.0% | -1.2% |
| 6M | -1.8% | +23.7% | -25.5% | +0.1% |
| YTD | +65.8% | +23.4% | +42.4% | +66.5% |
| All | +57.1% | +13.5% | +43.5% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling