-47.0%
CLF vs INCY
+67.2%
-114.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +6.5% | -0.5% | +7.0% | +6.7% |
| 30D | +0.2% | +3.2% | -2.9% | -0.5% |
| 3M | -3.1% | +23.6% | -26.7% | -8.1% |
| 6M | +25.0% | +29.7% | -4.6% | +17.1% |
| YTD | -7.5% | +25.9% | -33.4% | -13.3% |
| 1Y | +11.5% | +43.7% | -32.2% | -0.2% |
| 3Y | -13.7% | +94.4% | -108.1% | -31.8% |
| 5Y | -47.0% | +68.0% | -115.0% | -55.9% |
| All | -47.0% | +67.2% | -114.1% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling