+73.3%
INCY vs CHD
+19.7%
+53.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -3.7% | -4.7% | +1.0% | -2.8% |
| 30D | +1.8% | -8.3% | +10.1% | +3.5% |
| 3M | +17.0% | -4.0% | +21.0% | +17.8% |
| 6M | +28.4% | -6.5% | +34.9% | +29.9% |
| YTD | +24.8% | +13.1% | +11.7% | +21.3% |
| 1Y | +42.9% | +2.3% | +40.6% | +41.7% |
| 3Y | +92.7% | +1.8% | +90.9% | +89.7% |
| 5Y | +73.3% | +20.6% | +52.8% | +54.1% |
| All | +73.3% | +19.7% | +53.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling