+350.2%
CG vs INCY
+451.6%
-101.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | -5.1% | +5.8% | -10.9% | -6.2% |
| 3M | +8.7% | +25.2% | -16.5% | +3.4% |
| 6M | -9.2% | +28.2% | -37.4% | -14.2% |
| YTD | -18.9% | +28.3% | -47.2% | -23.4% |
| 1Y | -25.6% | +48.3% | -74.0% | -32.0% |
| 3Y | +57.3% | +95.9% | -38.7% | +34.0% |
| 5Y | +10.2% | +66.6% | -56.4% | -3.5% |
| 10Y | +364.2% | +54.5% | +309.7% | +290.7% |
| All | +350.2% | +451.6% | -101.4% | +207.5% |
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