+330.5%
CFG vs INCY
+155.8%
+174.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +3.1% | +9.8% | -6.7% | +0.9% |
| 3M | -9.7% | +1.0% | -10.7% | -10.2% |
| 6M | +6.7% | +21.9% | -15.2% | +1.4% |
| YTD | +15.2% | +23.8% | -8.6% | +8.8% |
| 1Y | +28.8% | +13.0% | +15.7% | +23.9% |
| 3Y | +190.1% | +133.2% | +56.9% | +133.5% |
| 5Y | +63.4% | +87.8% | -24.4% | +37.4% |
| 10Y | +219.8% | +17.0% | +202.8% | +171.8% |
| All | +330.5% | +155.8% | +174.7% | +238.4% |
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