+2,463.6%
CLS vs INCY
+633.2%
+1,830.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +16.3% | +1.1% | +15.2% | +16.1% |
| 30D | -25.7% | +8.4% | -34.1% | -26.9% |
| 3M | -30.9% | +0.4% | -31.2% | -31.2% |
| 6M | -35.5% | +22.4% | -57.9% | -38.6% |
| YTD | -18.7% | +22.5% | -41.2% | -22.7% |
| 1Y | -17.9% | +14.8% | -32.7% | -20.9% |
| 3Y | +838.1% | +127.7% | +710.4% | +677.1% |
| 5Y | +1,971.9% | +84.4% | +1,887.5% | +1,676.5% |
| 10Y | +1,907.9% | +15.7% | +1,892.1% | +1,668.7% |
| All | +2,463.6% | +633.2% | +1,830.5% | +722.8% |
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