+77.9%
INCY vs CAI
-9.9%
+87.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -4.2% | -2.9% | -1.3% | -3.9% |
| 30D | +0.6% | +9.3% | -8.8% | -0.2% |
| 3M | +12.6% | +35.2% | -22.6% | +9.7% |
| 6M | +28.3% | +30.7% | -2.4% | +24.2% |
| YTD | +23.0% | -9.8% | +32.8% | +24.9% |
| 1Y | +41.0% | -28.9% | +69.8% | +47.4% |
| All | +77.9% | -9.9% | +87.8% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling