+19.4%
INCY vs CHD
+30.9%
-11.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.8% | +4.0% |
| 7D | +5.1% | +6.9% | -1.8% | +3.9% |
| 30D | +7.6% | +17.1% | -9.5% | +5.2% |
| 3M | +1.9% | +9.1% | -7.2% | +0.4% |
| 6M | +26.5% | +21.4% | +5.1% | +23.2% |
| YTD | +24.4% | +34.9% | -10.5% | +19.3% |
| 1Y | +19.4% | +31.0% | -11.7% | +15.5% |
| All | +19.4% | +30.9% | -11.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling