+12.9%
INCY vs COO
-12.9%
+25.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | +9.8% | +13.3% | -3.5% | +6.0% |
| 3M | +1.0% | -18.1% | +19.1% | +7.7% |
| 6M | +21.9% | +6.7% | +15.2% | +17.3% |
| YTD | +23.8% | -23.2% | +47.0% | +37.6% |
| All | +12.9% | -12.9% | +25.8% | +18.6% |
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