-99.6%
CYCU vs INCY
+74.3%
-173.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | -1.1% |
| 7D | -2.5% | -3.7% | +1.2% | -6.2% |
| 30D | -25.6% | +1.8% | -27.4% | -24.1% |
| 3M | -39.7% | +17.0% | -56.7% | -39.0% |
| 6M | -74.6% | +28.4% | -103.0% | -73.8% |
| YTD | -84.1% | +24.8% | -109.0% | -83.7% |
| 1Y | -92.5% | +42.9% | -135.4% | -91.5% |
| All | -99.6% | +74.3% | -173.9% | -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 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