+1,607.7%
INCY vs CAPR
-98.9%
+1,706.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +26.5% | -24.9% | +1.2% |
| 7D | -0.5% | +25.8% | -26.3% | -0.9% |
| 30D | +9.8% | +50.2% | -40.4% | +9.0% |
| 3M | +1.0% | +185.5% | -184.5% | -1.0% |
| 6M | +21.9% | -64.8% | +86.7% | +22.3% |
| YTD | +23.8% | -61.1% | +84.9% | +23.8% |
| 1Y | +13.0% | +81.0% | -67.9% | +6.7% |
| 3Y | +133.2% | +300.7% | -167.6% | +112.2% |
| 5Y | +87.8% | +223.3% | -135.6% | +69.8% |
| 10Y | +17.0% | -58.8% | +75.7% | +1.8% |
| All | +1,607.7% | -98.9% | +1,706.6% | +1,356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling