+3,154.0%
CLS vs INCY
+54.2%
+3,099.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.0% | +6.8% |
| 7D | +10.9% | -4.2% | +15.1% | +11.7% |
| 30D | +2.1% | +0.6% | +1.5% | +1.9% |
| 3M | -10.2% | +12.6% | -22.8% | -12.2% |
| 6M | +30.4% | +28.3% | +2.1% | +24.1% |
| YTD | +17.2% | +23.0% | -5.8% | +12.4% |
| 1Y | +41.0% | +41.0% | +0.1% | +32.1% |
| 3Y | +1,338.0% | +88.6% | +1,249.4% | +1,169.5% |
| 5Y | +3,860.6% | +70.8% | +3,789.8% | +3,420.1% |
| All | +3,154.0% | +54.2% | +3,099.8% | +2,654.6% |
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