+5.5%
CG vs INCY
+69.9%
-64.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.4% |
| 7D | -6.4% | -2.2% | -4.2% | -5.8% |
| 30D | -7.1% | +3.7% | -10.7% | -8.2% |
| 3M | -1.6% | +22.1% | -23.7% | -8.3% |
| 6M | -8.3% | +29.8% | -38.1% | -16.6% |
| YTD | -23.8% | +27.6% | -51.4% | -30.4% |
| 1Y | -28.7% | +47.2% | -75.9% | -38.4% |
| 3Y | +49.2% | +97.0% | -47.8% | +13.1% |
| 5Y | +5.5% | +73.4% | -67.8% | -17.6% |
| All | +5.5% | +69.9% | -64.4% | -17.6% |
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