+94.4%
INCY vs CAPR
+42.0%
+52.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.8% | -1.8% |
| 7D | -0.5% | -9.5% | +9.0% | -0.4% |
| 30D | +3.2% | +121.5% | -118.3% | +2.5% |
| 3M | +23.6% | -65.4% | +89.0% | +23.9% |
| 6M | +29.7% | -67.5% | +97.2% | +30.0% |
| YTD | +25.9% | -68.6% | +94.6% | +26.2% |
| 1Y | +43.7% | +42.7% | +1.0% | +39.8% |
| 3Y | +94.4% | +43.4% | +51.1% | +70.8% |
| All | +94.4% | +42.0% | +52.4% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling