+1,811.8%
KO vs INCY
+6,474.9%
-4,663.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | +1.6% | +1.8% | -0.3% | +1.5% |
| 3M | +5.8% | +17.0% | -11.2% | +4.9% |
| 6M | +14.3% | +28.4% | -14.1% | +12.9% |
| YTD | +27.3% | +24.8% | +2.5% | +25.8% |
| 1Y | +33.2% | +42.9% | -9.8% | +30.7% |
| 3Y | +64.5% | +92.7% | -28.2% | +58.4% |
| 5Y | +83.1% | +73.3% | +9.8% | +76.8% |
| 10Y | +183.9% | +55.8% | +128.1% | +171.7% |
| All | +1,811.8% | +6,474.9% | -4,663.1% | +1,202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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