+19.4%
INCY vs CAI
+12.6%
+6.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.3% | +4.4% |
| 7D | +5.1% | -6.3% | +11.4% | +5.5% |
| 30D | +7.6% | +9.3% | -1.7% | +6.9% |
| 3M | +1.9% | +106.3% | -104.5% | -1.9% |
| 6M | +26.5% | +77.7% | -51.3% | +22.0% |
| YTD | +24.4% | +23.1% | +1.3% | +23.6% |
| 1Y | +19.4% | +6.5% | +12.8% | +19.3% |
| All | +19.4% | +12.6% | +6.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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