+48.3%
INCY vs CHD
+7.1%
+41.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +5.8% | -4.6% | +10.4% | +6.4% |
| 3M | +25.2% | +5.0% | +20.2% | +24.7% |
| 6M | +28.2% | -3.2% | +31.4% | +28.9% |
| YTD | +28.3% | +18.6% | +9.7% | +25.6% |
| 1Y | +48.3% | +4.8% | +43.5% | +53.7% |
| All | +48.3% | +7.1% | +41.3% | +53.7% |
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