+69.2%
CVE vs INCY
+134.7%
-65.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.7% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -10.8% | +9.8% | -20.6% | -10.7% |
| 3M | -4.3% | +1.0% | -5.3% | -4.2% |
| 6M | -1.5% | +21.9% | -23.3% | -1.6% |
| YTD | +70.7% | +23.8% | +46.9% | +70.0% |
| 1Y | +58.1% | +13.0% | +45.1% | +58.1% |
| All | +69.2% | +134.7% | -65.5% | +66.4% |
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