+208.5%
CFG vs INCY
+15.3%
+193.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +5.1% | +8.4% | -3.3% | +3.0% |
| 3M | -11.2% | +0.4% | -11.6% | -11.6% |
| 6M | +9.6% | +22.4% | -12.9% | +3.5% |
| YTD | +15.0% | +22.5% | -7.5% | +8.3% |
| 1Y | +29.9% | +14.8% | +15.1% | +24.0% |
| 3Y | +192.1% | +127.7% | +64.4% | +131.0% |
| 5Y | +62.3% | +84.4% | -22.1% | +34.6% |
| All | +208.5% | +15.3% | +193.2% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling