+82.2%
INCY vs CAI
-8.1%
+90.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | +3.2% | +9.1% | -6.0% | +2.4% |
| 3M | +23.6% | +53.8% | -30.2% | +18.9% |
| 6M | +29.7% | +33.5% | -3.8% | +25.3% |
| YTD | +25.9% | -8.0% | +34.0% | +27.7% |
| 1Y | +43.7% | -28.7% | +72.4% | +50.6% |
| All | +82.2% | -8.1% | +90.3% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling