+66.9%
CBRE vs INCY
+95.0%
-28.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -4.0% | +3.2% | -7.2% | -4.8% |
| 3M | +8.0% | +23.6% | -15.6% | +2.2% |
| 6M | +4.0% | +29.7% | -25.7% | -2.9% |
| YTD | -11.5% | +25.9% | -37.5% | -16.9% |
| 1Y | -13.0% | +43.7% | -56.7% | -21.2% |
| 3Y | +66.9% | +94.4% | -27.5% | +34.2% |
| All | +66.9% | +95.0% | -28.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling