+2,851.2%
CVX vs INCY
+6,534.7%
-3,683.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +13.4% | +3.2% | +10.3% | +13.1% |
| 3M | +11.8% | +23.6% | -11.8% | +9.8% |
| 6M | +12.4% | +29.7% | -17.2% | +9.9% |
| YTD | +41.5% | +25.9% | +15.5% | +38.4% |
| 1Y | +41.6% | +43.7% | -2.1% | +36.9% |
| 3Y | +42.2% | +94.4% | -52.2% | +33.3% |
| 5Y | +166.0% | +68.0% | +98.0% | +151.1% |
| 10Y | +207.2% | +52.5% | +154.7% | +187.2% |
| All | +2,851.2% | +6,534.7% | -3,683.5% | +1,832.0% |
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