+49.7%
INCY vs CPB
-45.3%
+95.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | -1.8% | -2.4% | -3.9% |
| 30D | +0.6% | -7.1% | +7.7% | +1.6% |
| 3M | +12.6% | -6.0% | +18.7% | +13.6% |
| 6M | +28.3% | -5.3% | +33.6% | +29.1% |
| YTD | +23.0% | -20.8% | +43.8% | +26.7% |
| 1Y | +41.0% | -33.8% | +74.8% | +49.2% |
| 3Y | +88.6% | -43.7% | +132.3% | +102.8% |
| 5Y | +70.8% | -40.7% | +111.5% | +81.5% |
| All | +49.7% | -45.3% | +95.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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