+49.7%
INCY vs CGNX
+193.6%
-143.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.3% |
| 7D | -4.2% | +3.2% | -7.3% | -4.8% |
| 30D | +0.6% | +6.0% | -5.4% | -0.8% |
| 3M | +12.6% | +3.5% | +9.1% | +10.8% |
| 6M | +28.3% | +26.3% | +2.0% | +20.3% |
| YTD | +23.0% | +79.2% | -56.3% | +5.5% |
| 1Y | +41.0% | +43.8% | -2.8% | +25.8% |
| 3Y | +88.6% | +52.0% | +36.6% | +59.9% |
| 5Y | +70.8% | -24.0% | +94.8% | +66.9% |
| All | +49.7% | +193.6% | -143.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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