+6,390.7%
INCY vs COO
+22,571.9%
-16,181.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +3.1% | -2.1% | +5.2% | +3.6% |
| 30D | +12.0% | +13.9% | -1.9% | +8.7% |
| 3M | +0.8% | -18.9% | +19.7% | +5.2% |
| 6M | +22.8% | +3.7% | +19.0% | +21.0% |
| YTD | +23.2% | -24.1% | +47.3% | +30.3% |
| 1Y | +12.4% | -14.2% | +26.6% | +15.5% |
| 3Y | +132.1% | -24.5% | +156.5% | +141.3% |
| 5Y | +85.5% | -40.4% | +125.9% | +100.8% |
| 10Y | +16.4% | +40.5% | -24.1% | +2.9% |
| All | +6,390.7% | +22,571.9% | -16,181.2% | +3,364.9% |
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