+67.1%
CFG vs INCY
+82.2%
-15.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.4% |
| 7D | +0.3% | +1.5% | -1.3% | -0.2% |
| 30D | +3.2% | +8.1% | -4.8% | +1.0% |
| 3M | -9.7% | +1.1% | -10.8% | -10.3% |
| 6M | +3.6% | +23.7% | -20.0% | -3.4% |
| YTD | +14.7% | +23.4% | -8.7% | +6.4% |
| 1Y | +29.6% | +15.0% | +14.6% | +22.6% |
| 3Y | +190.6% | +132.1% | +58.5% | +111.0% |
| 5Y | +67.1% | +83.2% | -16.1% | +34.1% |
| All | +67.1% | +82.2% | -15.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling