+2,317.2%
CBRE vs INCY
+1,685.2%
+632.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | +1.9% | -3.9% | -2.6% |
| 30D | -2.2% | +5.8% | -8.0% | -4.1% |
| 3M | +12.9% | +25.2% | -12.3% | +4.1% |
| 6M | +4.3% | +28.2% | -23.9% | -4.8% |
| YTD | -8.0% | +28.3% | -36.4% | -16.4% |
| 1Y | -8.6% | +48.3% | -56.9% | -21.2% |
| 3Y | +71.9% | +95.9% | -24.1% | +31.0% |
| 5Y | +50.0% | +66.6% | -16.6% | +18.7% |
| 10Y | +390.1% | +54.5% | +335.5% | +252.6% |
| All | +2,317.2% | +1,685.2% | +632.0% | +295.5% |
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 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