+711.1%
INCY vs CPAY
+1,533.9%
-822.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | +1.8% | +0.6% | +1.3% | +1.5% |
| 3M | +17.0% | +17.0% | -0.1% | +10.8% |
| 6M | +28.4% | +24.1% | +4.3% | +18.4% |
| YTD | +24.8% | +35.7% | -10.9% | +10.8% |
| 1Y | +42.9% | +34.0% | +8.9% | +26.8% |
| 3Y | +92.7% | +50.3% | +42.4% | +59.5% |
| 5Y | +73.3% | +56.7% | +16.7% | +37.1% |
| 10Y | +55.8% | +153.9% | -98.2% | -10.4% |
| All | +711.1% | +1,533.9% | -822.8% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling