+4,418.9%
CHRW vs INCY
+479.3%
+3,939.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +3.5% | -4.2% | +7.6% | +4.0% |
| 30D | +4.6% | +0.6% | +4.0% | +4.5% |
| 3M | -19.7% | +12.6% | -32.4% | -20.9% |
| 6M | -12.4% | +28.3% | -40.7% | -15.1% |
| YTD | -3.9% | +23.0% | -26.9% | -6.5% |
| 1Y | +18.4% | +41.0% | -22.6% | +13.3% |
| 3Y | +88.8% | +88.6% | +0.3% | +73.0% |
| 5Y | +93.5% | +70.8% | +22.7% | +78.2% |
| 10Y | +178.8% | +53.5% | +125.3% | +150.9% |
| All | +4,418.9% | +479.3% | +3,939.6% | +2,211.6% |
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