+73.2%
CVE vs INCY
+95.5%
-22.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +2.5% | +1.9% | +0.6% | +2.5% |
| 30D | +16.7% | +5.8% | +10.9% | +16.7% |
| 3M | +9.3% | +25.2% | -15.9% | +8.7% |
| 6M | +43.6% | +28.2% | +15.4% | +42.9% |
| YTD | +93.6% | +28.3% | +65.3% | +92.2% |
| 1Y | +98.8% | +48.3% | +50.4% | +96.0% |
| All | +73.2% | +95.5% | -22.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling