+49.7%
INCY vs CPAY
+155.2%
-105.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -4.2% | -2.0% | -2.2% | -3.7% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | +12.6% | +16.4% | -3.7% | +8.4% |
| 6M | +28.3% | +23.5% | +4.8% | +21.0% |
| YTD | +23.0% | +35.7% | -12.7% | +12.6% |
| 1Y | +41.0% | +30.2% | +10.8% | +30.1% |
| 3Y | +88.6% | +49.7% | +38.9% | +64.7% |
| 5Y | +70.8% | +56.6% | +14.2% | +44.6% |
| All | +49.7% | +155.2% | -105.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling