-92.2%
CYCU vs INCY
+45.3%
-137.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -3.0% |
| 7D | -8.1% | +1.9% | -10.0% | -4.6% |
| 30D | -43.0% | +5.8% | -48.8% | -37.4% |
| 3M | -50.8% | +25.2% | -76.0% | -46.9% |
| 6M | -74.1% | +28.2% | -102.3% | -72.3% |
| YTD | -84.0% | +28.3% | -112.3% | -82.1% |
| 1Y | -92.2% | +48.3% | -140.6% | -83.4% |
| All | -92.2% | +45.3% | -137.5% | -83.4% |
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