+219.2%
CVX vs INCY
+54.2%
+165.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +2.6% | -4.2% | +6.8% | +3.3% |
| 30D | +9.8% | +0.6% | +9.3% | +9.7% |
| 3M | +16.2% | +12.6% | +3.6% | +13.5% |
| 6M | +13.6% | +28.3% | -14.7% | +8.2% |
| YTD | +44.4% | +23.0% | +21.4% | +38.0% |
| 1Y | +40.6% | +41.0% | -0.4% | +30.5% |
| 3Y | +48.2% | +88.6% | -40.4% | +27.2% |
| 5Y | +172.3% | +70.8% | +101.5% | +135.7% |
| All | +219.2% | +54.2% | +165.0% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling