+800.7%
INCY vs COPX
+200.8%
+599.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -2.2% | +6.0% | -8.2% | -3.8% |
| 30D | +3.7% | +6.4% | -2.8% | +1.7% |
| 3M | +22.1% | +19.3% | +2.8% | +15.0% |
| 6M | +29.8% | +16.2% | +13.5% | +21.5% |
| YTD | +27.6% | +33.2% | -5.6% | +13.5% |
| 1Y | +47.2% | +90.2% | -43.0% | +16.6% |
| 3Y | +97.0% | +175.7% | -78.7% | +33.4% |
| 5Y | +73.4% | +193.1% | -119.8% | +10.0% |
| 10Y | +59.2% | +619.4% | -560.2% | -35.6% |
| All | +800.7% | +200.8% | +599.9% | +408.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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