+2,609.3%
CL vs INCY
+6,281.3%
-3,672.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.2% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +11.4% | +5.5% | +5.9% | +11.0% |
| 3M | +4.4% | +1.1% | +3.3% | +4.3% |
| 6M | +10.8% | +19.8% | -9.0% | +9.6% |
| YTD | +25.1% | +21.1% | +4.0% | +23.7% |
| 1Y | +28.0% | +13.7% | +14.2% | +26.8% |
| 3Y | +37.6% | +119.3% | -81.6% | +31.2% |
| 5Y | +39.7% | +76.3% | -36.6% | +34.4% |
| 10Y | +75.8% | +36.6% | +39.2% | +68.6% |
| All | +2,609.3% | +6,281.3% | -3,672.1% | +1,781.5% |
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