+305.2%
CG vs INCY
+54.2%
+251.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -9.9% | -4.2% | -5.7% | -8.9% |
| 30D | -11.7% | +0.6% | -12.2% | -11.8% |
| 3M | -4.3% | +12.6% | -16.9% | -7.6% |
| 6M | -8.8% | +28.3% | -37.1% | -15.0% |
| YTD | -26.9% | +23.0% | -49.8% | -31.2% |
| 1Y | -35.4% | +41.0% | -76.4% | -41.6% |
| 3Y | +43.0% | +88.6% | -45.5% | +17.8% |
| 5Y | +1.9% | +70.8% | -68.9% | -14.2% |
| All | +305.2% | +54.2% | +251.0% | +223.7% |
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