+73.4%
INCY vs COO
-44.2%
+117.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | +2.9% |
| 7D | -2.2% | -9.0% | +6.8% | +0.1% |
| 30D | +3.7% | -16.8% | +20.5% | +8.5% |
| 3M | +22.1% | -7.5% | +29.6% | +24.2% |
| 6M | +29.8% | -16.3% | +46.0% | +35.3% |
| YTD | +27.6% | -22.5% | +50.1% | +35.6% |
| 1Y | +47.2% | -7.0% | +54.2% | +49.3% |
| 3Y | +97.0% | -27.5% | +124.4% | +107.5% |
| 5Y | +73.4% | -43.3% | +116.7% | +70.3% |
| All | +73.4% | -44.2% | +117.5% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling