+3,682.3%
CLS vs INCY
+69.9%
+3,612.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +20.1% | -2.2% | +22.3% | +20.6% |
| 30D | +6.0% | +3.7% | +2.4% | +5.1% |
| 3M | -10.3% | +22.1% | -32.4% | -14.2% |
| 6M | +24.5% | +29.8% | -5.3% | +17.0% |
| YTD | +12.9% | +27.6% | -14.7% | +6.5% |
| 1Y | +36.7% | +47.2% | -10.5% | +25.1% |
| 3Y | +1,328.1% | +97.0% | +1,231.1% | +1,121.4% |
| 5Y | +3,682.3% | +73.4% | +3,609.0% | +2,939.1% |
| All | +3,682.3% | +69.9% | +3,612.4% | +2,939.1% |
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