+129.9%
CHRW vs INCY
+15.3%
+114.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +7.3% | +1.1% | +6.2% | +7.1% |
| 30D | -3.6% | +8.4% | -12.0% | -4.7% |
| 3M | -9.6% | +0.4% | -10.0% | -9.8% |
| 6M | -17.0% | +22.4% | -39.4% | -19.6% |
| YTD | -15.4% | +22.5% | -37.9% | -18.2% |
| 1Y | -10.0% | +14.8% | -24.8% | -12.3% |
| 3Y | +82.2% | +127.7% | -45.6% | +59.1% |
| 5Y | +59.4% | +84.4% | -25.0% | +42.6% |
| All | +129.9% | +15.3% | +114.6% | +108.8% |
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