+6,660.0%
INCY vs CHD
+7,031.5%
-371.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.9% | -2.7% | +4.6% | +3.0% |
| 30D | +5.8% | -4.6% | +10.4% | +7.6% |
| 3M | +25.2% | +5.0% | +20.2% | +22.6% |
| 6M | +28.2% | -3.2% | +31.4% | +29.1% |
| YTD | +28.3% | +18.6% | +9.7% | +19.2% |
| 1Y | +48.3% | +4.8% | +43.5% | +44.1% |
| 3Y | +95.9% | +6.1% | +89.8% | +86.7% |
| 5Y | +66.6% | +24.0% | +42.6% | +46.7% |
| 10Y | +54.5% | +124.5% | -69.9% | +2.1% |
| All | +6,660.0% | +7,031.5% | -371.5% | +1,622.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling