+59.2%
INCY vs CAPR
-77.3%
+136.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.4% |
| 7D | -2.2% | -12.6% | +10.5% | -2.0% |
| 30D | +3.7% | +124.4% | -120.7% | +2.3% |
| 3M | +22.1% | -66.8% | +88.8% | +22.7% |
| 6M | +29.8% | -71.8% | +101.6% | +30.6% |
| YTD | +27.6% | -70.1% | +97.6% | +28.2% |
| 1Y | +47.2% | +33.3% | +13.9% | +40.6% |
| 3Y | +97.0% | +36.7% | +60.2% | +83.4% |
| 5Y | +73.4% | +72.5% | +0.9% | +59.2% |
| 10Y | +59.2% | -77.3% | +136.5% | +50.7% |
| All | +59.2% | -77.3% | +136.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling