+74.6%
CLF vs INCY
+15.3%
+59.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +10.4% | +1.1% | +9.3% | +10.1% |
| 30D | +0.6% | +8.4% | -7.9% | -1.9% |
| 3M | +4.1% | +0.4% | +3.7% | +3.7% |
| 6M | +15.1% | +22.4% | -7.3% | +7.2% |
| YTD | -4.7% | +22.5% | -27.2% | -11.9% |
| 1Y | +20.4% | +14.8% | +5.6% | +13.4% |
| 3Y | -23.4% | +127.7% | -151.1% | -44.5% |
| 5Y | -43.3% | +84.4% | -127.7% | -55.8% |
| All | +74.6% | +15.3% | +59.3% | +45.5% |
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 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