+362.4%
CFG vs INCY
+165.2%
+197.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | -3.8% | +5.8% | -9.6% | -5.1% |
| 3M | +11.5% | +25.2% | -13.7% | +5.7% |
| 6M | +19.2% | +28.2% | -9.0% | +12.2% |
| YTD | +23.7% | +28.3% | -4.6% | +16.1% |
| 1Y | +38.8% | +48.3% | -9.5% | +25.8% |
| 3Y | +178.9% | +95.9% | +83.0% | +133.6% |
| 5Y | +101.8% | +66.6% | +35.2% | +73.5% |
| 10Y | +317.3% | +54.5% | +262.7% | +237.4% |
| All | +362.4% | +165.2% | +197.2% | +261.2% |
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