+51.9%
INCY vs COO
+17.5%
+34.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.7% | +12.5% | +2.7% |
| 7D | -3.7% | -23.3% | +19.6% | +4.7% |
| 30D | +1.8% | -29.5% | +31.3% | +13.8% |
| 3M | +17.0% | -20.0% | +36.9% | +25.0% |
| 6M | +28.4% | -27.2% | +55.6% | +41.4% |
| YTD | +24.8% | -33.9% | +58.7% | +42.0% |
| 1Y | +42.9% | -19.9% | +62.9% | +51.8% |
| 3Y | +92.7% | -38.1% | +130.8% | +116.8% |
| 5Y | +73.3% | -52.0% | +125.3% | +110.5% |
| All | +51.9% | +17.5% | +34.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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