+1,837.9%
CVS vs INCY
+6,534.7%
-4,696.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +0.4% | +3.2% | -2.8% | +0.1% |
| 3M | -0.4% | +23.6% | -24.0% | -2.2% |
| 6M | +25.1% | +29.7% | -4.5% | +22.5% |
| YTD | +23.9% | +25.9% | -2.1% | +21.3% |
| 1Y | +41.1% | +43.7% | -2.6% | +36.6% |
| 3Y | +63.6% | +94.4% | -30.8% | +53.7% |
| 5Y | +31.5% | +68.0% | -36.4% | +24.6% |
| 10Y | +40.5% | +52.5% | -12.0% | +31.5% |
| All | +1,837.9% | +6,534.7% | -4,696.8% | +1,131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling