+2,376.6%
CL vs INCY
+6,660.0%
-4,283.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.2% | +1.9% | -4.1% | -2.3% |
| 30D | -4.8% | +5.8% | -10.6% | -5.1% |
| 3M | +4.9% | +25.2% | -20.3% | +3.6% |
| 6M | -5.7% | +28.2% | -33.9% | -7.0% |
| YTD | +14.4% | +28.3% | -13.9% | +12.7% |
| 1Y | +8.7% | +48.3% | -39.6% | +6.3% |
| 3Y | +30.0% | +95.9% | -66.0% | +24.7% |
| 5Y | +28.4% | +66.6% | -38.2% | +23.8% |
| 10Y | +50.1% | +54.5% | -4.4% | +43.1% |
| All | +2,376.6% | +6,660.0% | -4,283.4% | +1,615.0% |
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