+15.3%
INCY vs CPB
-38.9%
+54.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +8.4% | +19.2% | -10.8% | +5.4% |
| 3M | +0.4% | -1.0% | +1.3% | +0.3% |
| 6M | +22.4% | +15.2% | +7.2% | +19.5% |
| YTD | +22.5% | -13.1% | +35.6% | +24.2% |
| 1Y | +14.8% | -22.4% | +37.2% | +18.3% |
| 3Y | +127.7% | -35.3% | +163.0% | +139.6% |
| 5Y | +84.4% | -33.0% | +117.4% | +92.1% |
| All | +15.3% | -38.9% | +54.2% | +21.6% |
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