+41.0%
INCY vs CHD
+2.3%
+38.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.2% | -4.5% | +0.3% | -3.6% |
| 30D | +0.6% | -6.7% | +7.3% | +1.4% |
| 3M | +12.6% | -2.7% | +15.4% | +13.1% |
| 6M | +28.3% | -4.9% | +33.3% | +29.3% |
| YTD | +23.0% | +13.3% | +9.6% | +20.9% |
| 1Y | +41.0% | +1.0% | +40.0% | +48.0% |
| All | +41.0% | +2.3% | +38.6% | +48.0% |
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