+178.3%
CHRW vs INCY
+54.2%
+124.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +3.5% | -4.2% | +7.6% | +4.1% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | -19.7% | +12.6% | -32.4% | -21.2% |
| 6M | -12.4% | +28.3% | -40.7% | -15.6% |
| YTD | -3.9% | +23.0% | -26.9% | -7.0% |
| 1Y | +18.4% | +41.0% | -22.6% | +12.3% |
| 3Y | +88.8% | +88.6% | +0.3% | +69.6% |
| 5Y | +93.5% | +70.8% | +22.7% | +75.0% |
| All | +178.3% | +54.2% | +124.1% | +141.1% |
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