-99.6%
CYCU vs INCY
+71.8%
-171.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -6.4% |
| 7D | -5.9% | -4.2% | -1.8% | -10.0% |
| 30D | -32.9% | +0.6% | -33.4% | -32.4% |
| 3M | -33.9% | +12.6% | -46.6% | -34.7% |
| 6M | -75.4% | +28.3% | -103.7% | -74.9% |
| YTD | -84.9% | +23.0% | -107.9% | -84.7% |
| 1Y | -93.2% | +41.0% | -134.2% | -92.5% |
| All | -99.6% | +71.8% | -171.4% | -99.6% |
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