+1,312.5%
CLS vs INCY
+95.0%
+1,217.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.1% |
| 7D | +12.8% | -0.5% | +13.3% | +12.8% |
| 30D | +3.8% | +3.2% | +0.6% | +2.9% |
| 3M | -14.6% | +23.6% | -38.2% | -18.9% |
| 6M | +32.2% | +29.7% | +2.6% | +23.5% |
| YTD | +11.6% | +25.9% | -14.3% | +5.1% |
| 1Y | +35.1% | +43.7% | -8.7% | +23.4% |
| 3Y | +1,312.5% | +94.4% | +1,218.1% | +1,089.6% |
| All | +1,312.5% | +95.0% | +1,217.6% | +1,089.6% |
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 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