+14.8%
INCY vs COO
-12.3%
+27.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +8.4% | +14.2% | -5.7% | +4.5% |
| 3M | +0.4% | -18.2% | +18.6% | +7.0% |
| 6M | +22.4% | +5.3% | +17.1% | +18.4% |
| YTD | +22.5% | -23.6% | +46.0% | +36.1% |
| 1Y | +14.8% | -12.7% | +27.4% | +20.3% |
| All | +14.8% | -12.3% | +27.1% | +20.3% |
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