+402.9%
CLF vs INCY
+6,316.0%
-5,913.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.1% |
| 7D | -9.1% | +2.3% | -11.4% | -9.4% |
| 30D | -0.9% | +6.7% | -7.6% | -2.1% |
| 3M | +3.0% | -1.0% | +4.0% | +2.9% |
| 6M | +16.7% | +22.1% | -5.4% | +12.2% |
| YTD | -3.2% | +21.8% | -25.0% | -7.1% |
| 1Y | +24.6% | +13.5% | +11.1% | +20.8% |
| 3Y | -22.3% | +129.4% | -151.7% | -34.0% |
| 5Y | -41.2% | +84.0% | -125.2% | -48.3% |
| 10Y | +83.5% | +14.9% | +68.6% | +68.9% |
| All | +402.9% | +6,316.0% | -5,913.1% | +132.8% |
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