+101.5%
CFG vs INCY
+67.2%
+34.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -3.7% | +3.2% | -6.9% | -4.6% |
| 3M | +9.5% | +23.6% | -14.1% | +2.7% |
| 6M | +22.2% | +29.7% | -7.4% | +12.8% |
| YTD | +22.3% | +25.9% | -3.6% | +13.5% |
| 1Y | +39.4% | +43.7% | -4.3% | +23.7% |
| 3Y | +188.5% | +94.4% | +94.0% | +127.7% |
| 5Y | +101.5% | +68.0% | +33.6% | +62.0% |
| All | +101.5% | +67.2% | +34.4% | +62.0% |
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