+388.8%
CLF vs INCY
+6,660.0%
-6,271.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +7.6% | +1.9% | +5.7% | +7.3% |
| 30D | -1.2% | +5.8% | -7.0% | -2.1% |
| 3M | -13.4% | +25.2% | -38.6% | -16.8% |
| 6M | +15.4% | +28.2% | -12.8% | +10.3% |
| YTD | -5.9% | +28.3% | -34.2% | -10.3% |
| 1Y | +18.8% | +48.3% | -29.5% | +10.0% |
| 3Y | -19.4% | +95.9% | -115.3% | -29.7% |
| 5Y | -47.7% | +66.6% | -114.3% | -53.3% |
| 10Y | +130.4% | +54.5% | +75.8% | +103.2% |
| All | +388.8% | +6,660.0% | -6,271.2% | +124.7% |
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