-73.2%
CYCU vs INCY
+29.7%
-102.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -5.9% |
| 7D | +12.5% | -0.5% | +13.0% | +11.1% |
| 30D | -28.2% | +3.2% | -31.4% | -22.2% |
| 3M | -47.8% | +23.6% | -71.4% | -54.0% |
| All | -73.2% | +29.7% | -102.9% | -76.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling