+6,660.0%
INCY vs CPB
+181.5%
+6,478.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.1% |
| 7D | +1.9% | -8.6% | +10.5% | +4.7% |
| 30D | +5.8% | -7.2% | +13.0% | +8.1% |
| 3M | +25.2% | +0.9% | +24.3% | +24.4% |
| 6M | +28.2% | -11.8% | +40.0% | +32.3% |
| YTD | +28.3% | -19.4% | +47.7% | +35.6% |
| 1Y | +48.3% | -30.4% | +78.7% | +63.6% |
| 3Y | +95.9% | -40.2% | +136.1% | +122.8% |
| 5Y | +66.6% | -39.5% | +106.1% | +85.5% |
| 10Y | +54.5% | -47.4% | +101.9% | +70.2% |
| All | +6,660.0% | +181.5% | +6,478.5% | +5,571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling