-21.5%
CG vs INCY
+83.5%
-104.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +11.2% | +8.4% | +2.8% | +8.5% |
| 3M | -22.1% | +0.4% | -22.5% | -22.3% |
| 6M | -17.9% | +22.4% | -40.3% | -24.0% |
| YTD | -31.3% | +22.5% | -53.8% | -36.6% |
| 1Y | -24.0% | +14.8% | -38.7% | -28.4% |
| 3Y | +45.0% | +127.7% | -82.8% | +0.3% |
| All | -21.5% | +83.5% | -104.9% | -39.9% |
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