+91.4%
INCY vs CHD
+0.5%
+90.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -3.7% | -4.7% | +1.0% | -2.9% |
| 30D | +1.8% | -8.3% | +10.1% | +3.3% |
| 3M | +17.0% | -4.0% | +21.0% | +17.7% |
| 6M | +28.4% | -6.5% | +34.9% | +29.8% |
| YTD | +24.8% | +13.1% | +11.7% | +21.7% |
| 1Y | +42.9% | +2.3% | +40.6% | +42.1% |
| All | +91.4% | +0.5% | +90.9% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling