+281.1%
CG vs INCY
+426.4%
-145.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.2% | +1.1% | -0.9% | 0.0% |
| 30D | +11.2% | +8.4% | +2.8% | +9.4% |
| 3M | -22.1% | +0.4% | -22.5% | -22.2% |
| 6M | -17.9% | +22.4% | -40.3% | -21.7% |
| YTD | -31.3% | +22.5% | -53.8% | -34.5% |
| 1Y | -24.0% | +14.8% | -38.7% | -26.7% |
| 3Y | +45.0% | +127.7% | -82.8% | +19.9% |
| 5Y | -22.6% | +84.4% | -107.0% | -33.3% |
| 10Y | +282.1% | +15.7% | +266.4% | +237.5% |
| All | +281.1% | +426.4% | -145.3% | +162.6% |
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 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