+47.6%
CVS vs INCY
+132.2%
-84.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | -0.4% | +8.4% | -8.9% | -1.6% |
| 3M | -5.3% | +0.4% | -5.6% | -5.5% |
| 6M | -7.7% | +22.4% | -30.1% | -10.4% |
| YTD | +16.0% | +22.5% | -6.4% | +12.2% |
| 1Y | +16.2% | +14.8% | +1.5% | +13.2% |
| 3Y | +47.6% | +127.7% | -80.2% | +34.6% |
| All | +47.6% | +132.2% | -84.7% | +34.6% |
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