+129.4%
INCY vs COO
-22.2%
+151.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +2.3% | +4.5% | -2.2% | +1.2% |
| 30D | +6.7% | +16.9% | -10.3% | +2.5% |
| 3M | -1.0% | -16.7% | +15.7% | +3.3% |
| 6M | +22.1% | +5.9% | +16.1% | +19.4% |
| YTD | +21.8% | -22.4% | +44.2% | +29.1% |
| 1Y | +13.5% | -10.1% | +23.6% | +16.2% |
| 3Y | +129.4% | -22.8% | +152.2% | +126.6% |
| All | +129.4% | -22.2% | +151.6% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling