+306.8%
CFG vs INCY
+56.1%
+250.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | -4.5% | +3.7% | -8.2% | -5.5% |
| 3M | +6.3% | +22.1% | -15.7% | +0.8% |
| 6M | +20.6% | +29.8% | -9.2% | +12.5% |
| YTD | +21.2% | +27.6% | -6.3% | +13.2% |
| 1Y | +38.2% | +47.2% | -9.0% | +24.1% |
| 3Y | +185.9% | +97.0% | +89.0% | +134.4% |
| 5Y | +97.0% | +73.4% | +23.6% | +65.0% |
| 10Y | +306.8% | +59.2% | +247.6% | +206.3% |
| All | +306.8% | +56.1% | +250.7% | +206.3% |
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 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