-88.5%
CYCU vs INCY
+20.6%
-109.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | +4.8% |
| 7D | +1.2% | +5.1% | -3.9% | +8.6% |
| 30D | -31.5% | +7.6% | -39.2% | -24.0% |
| 3M | -62.0% | +1.9% | -63.9% | -60.7% |
| 6M | -67.4% | +26.5% | -93.9% | -70.7% |
| YTD | -88.6% | +24.4% | -113.0% | -89.5% |
| 1Y | -88.5% | +19.4% | -107.9% | -89.7% |
| All | -88.5% | +20.6% | -109.1% | -89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling