+47.2%
INCY vs COO
-7.1%
+54.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +3.1% |
| 7D | -2.2% | -9.0% | +6.8% | +0.5% |
| 30D | +3.7% | -16.8% | +20.5% | +9.4% |
| 3M | +22.1% | -7.5% | +29.6% | +24.4% |
| 6M | +29.8% | -16.3% | +46.0% | +37.0% |
| YTD | +27.6% | -22.5% | +50.1% | +37.7% |
| 1Y | +47.2% | -7.0% | +54.2% | +54.5% |
| All | +47.2% | -7.1% | +54.3% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling