+81.6%
CBRE vs INCY
+132.2%
-50.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +3.3% | +8.4% | -5.1% | +1.4% |
| 3M | -12.4% | +0.4% | -12.7% | -12.6% |
| 6M | -5.4% | +22.4% | -27.8% | -10.2% |
| YTD | -17.2% | +22.5% | -39.7% | -21.7% |
| 1Y | -13.1% | +14.8% | -27.9% | -16.6% |
| 3Y | +81.6% | +127.7% | -46.2% | +52.5% |
| All | +81.6% | +132.2% | -50.7% | +52.5% |
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