+57.3%
CL vs INCY
+56.1%
+1.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -2.1% |
| 30D | -5.5% | +3.7% | -9.2% | -5.8% |
| 3M | +0.8% | +22.1% | -21.2% | -1.1% |
| 6M | -4.2% | +29.8% | -34.0% | -6.6% |
| YTD | +13.4% | +27.6% | -14.2% | +10.6% |
| 1Y | +7.1% | +47.2% | -40.1% | +2.8% |
| 3Y | +29.0% | +97.0% | -67.9% | +19.5% |
| 5Y | +28.3% | +73.4% | -45.1% | +19.7% |
| 10Y | +57.3% | +59.2% | -1.9% | +40.3% |
| All | +57.3% | +56.1% | +1.2% | +40.3% |
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