+42.9%
INCY vs CPB
-33.6%
+76.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.5% |
| 7D | -3.7% | -5.4% | +1.7% | -2.9% |
| 30D | +1.8% | -7.8% | +9.7% | +3.0% |
| 3M | +17.0% | -6.9% | +23.9% | +18.1% |
| 6M | +28.4% | -12.2% | +40.6% | +30.2% |
| YTD | +24.8% | -21.1% | +45.9% | +27.1% |
| 1Y | +42.9% | -33.5% | +76.4% | +51.5% |
| All | +42.9% | -33.6% | +76.6% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling