+1,980.9%
CLS vs INCY
+83.5%
+1,897.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +16.3% | +1.1% | +15.2% | +16.1% |
| 30D | -25.7% | +8.4% | -34.1% | -27.1% |
| 3M | -30.9% | +0.4% | -31.2% | -31.2% |
| 6M | -35.5% | +22.4% | -57.9% | -39.2% |
| YTD | -18.7% | +22.5% | -41.2% | -23.6% |
| 1Y | -17.9% | +14.8% | -32.7% | -21.5% |
| 3Y | +838.1% | +127.7% | +710.4% | +636.0% |
| All | +1,980.9% | +83.5% | +1,897.4% | +1,647.1% |
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