+6,378.4%
INCY vs CGNX
+3,991.1%
+2,387.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.7% |
| 7D | -4.2% | +3.2% | -7.3% | -5.1% |
| 30D | +0.6% | +6.0% | -5.4% | -1.6% |
| 3M | +12.6% | +3.5% | +9.1% | +9.7% |
| 6M | +28.3% | +26.3% | +2.0% | +16.5% |
| YTD | +23.0% | +79.2% | -56.3% | -2.2% |
| 1Y | +41.0% | +43.8% | -2.8% | +18.5% |
| 3Y | +88.6% | +52.0% | +36.6% | +47.6% |
| 5Y | +70.8% | -24.0% | +94.8% | +59.1% |
| 10Y | +53.5% | +189.1% | -135.6% | -17.4% |
| All | +6,378.4% | +3,991.1% | +2,387.3% | +1,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling