+49.7%
INCY vs CNI
+138.2%
-88.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +0.6% | -2.7% | +3.3% | +1.4% |
| 3M | +12.6% | +3.9% | +8.7% | +11.2% |
| 6M | +28.3% | +16.4% | +12.0% | +21.7% |
| YTD | +23.0% | +25.8% | -2.8% | +13.4% |
| 1Y | +41.0% | +32.4% | +8.6% | +27.5% |
| 3Y | +88.6% | +19.1% | +69.5% | +74.7% |
| 5Y | +70.8% | +13.6% | +57.2% | +58.1% |
| All | +49.7% | +138.2% | -88.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling