-25.4%
CLF vs INCY
+124.7%
-150.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.7% |
| 7D | -14.1% | +1.5% | -15.6% | -14.2% |
| 30D | -5.5% | +8.1% | -13.6% | -6.4% |
| 3M | 0.0% | +1.1% | -1.1% | -0.1% |
| 6M | +11.3% | +23.7% | -12.4% | +8.0% |
| YTD | -7.7% | +23.4% | -31.1% | -10.9% |
| 1Y | +17.5% | +15.0% | +2.5% | +14.6% |
| 3Y | -25.4% | +132.1% | -157.5% | -37.5% |
| All | -25.4% | +124.7% | -150.1% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling