+167.0%
CVX vs INCY
+69.3%
+97.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +2.6% | -4.2% | +6.8% | +2.9% |
| 30D | +9.8% | +0.6% | +9.3% | +9.8% |
| 3M | +16.2% | +12.6% | +3.6% | +15.0% |
| 6M | +13.6% | +28.3% | -14.7% | +11.1% |
| YTD | +44.4% | +23.0% | +21.4% | +41.4% |
| 1Y | +40.6% | +41.0% | -0.4% | +35.1% |
| 3Y | +48.2% | +88.6% | -40.4% | +35.0% |
| All | +167.0% | +69.3% | +97.7% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling