+1,670.3%
INCY vs CAPR
-99.1%
+1,769.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | +5.8% | +139.2% | -133.4% | +4.1% |
| 3M | +25.2% | -66.4% | +91.6% | +25.9% |
| 6M | +28.2% | -63.1% | +91.3% | +28.6% |
| YTD | +28.3% | -67.4% | +95.8% | +28.9% |
| 1Y | +48.3% | +58.2% | -9.9% | +40.2% |
| 3Y | +95.9% | +42.2% | +53.7% | +81.5% |
| 5Y | +66.6% | +87.3% | -20.7% | +52.2% |
| 10Y | +54.5% | -75.3% | +129.8% | +35.8% |
| All | +1,670.3% | -99.1% | +1,769.3% | +1,416.5% |
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