+6,660.0%
INCY vs COO
+25,269.6%
-18,609.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +5.8% | -7.0% | +12.8% | +7.5% |
| 3M | +25.2% | +12.2% | +13.0% | +21.7% |
| 6M | +28.2% | -15.1% | +43.3% | +32.7% |
| YTD | +28.3% | -15.1% | +43.4% | +32.8% |
| 1Y | +48.3% | +2.3% | +46.0% | +46.8% |
| 3Y | +95.9% | -23.7% | +119.6% | +104.0% |
| 5Y | +66.6% | -38.9% | +105.5% | +79.8% |
| 10Y | +54.5% | +49.9% | +4.6% | +35.1% |
| All | +6,660.0% | +25,269.6% | -18,609.6% | +3,433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling